/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
final double[][] capVolMatrixBeforeChange = new double[numberOfExpiriesBeforeChange][capVolMarketData.getNumberOfStrikes( ) ]; }expiryVectorInMonthsBeforeChange[i] = capVolMarketData.getExpiryInMonths( i) ;
expiryVectorInMonthsBeforeChange[i] = capVolMarketData.getExpiryInMonths ( i ) ; } final double[][] capVolMatrixBeforeChange = new double[numberOfExpiriesBeforeChange][capVolMarketData.getNumberOfStrikes ( ) ];
int numberOfExpiriesBeforeChange = 0; while(capVolMarketData.getExpiryInMonths(numberOfExpiriesBeforeChange) <= capVolMarketData.getTenorChangeTimeInMonths()) { numberOfExpiriesBeforeChange++; } final int[] expiryVectorInMonthsBeforeChange = new int[numberOfExpiriesBeforeChange]; for (int i = 0; i < numberOfExpiriesBeforeChange; i++) { <extra_id_0> for (int j = 0; j < capVolMarketData.getNumberOfStrikes(); j++) { for (int i = 0; i < numberOfExpiriesBeforeChange; i++) { capVolMatrixBeforeChange[i][j] = capVolMarketData.getVolMatrix()[i][j]; } } final double[] capletFixingTimeVectorInYearsBeforeChange = new double[capVolMarketData.getMaxExpiryInMonths()/capVolMarketData.getUnderlyingTenorInMonths()-1];