/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
capletFixingTimeVectorInYears[i] = ( i+4) *capVolMarketData.getUnderlyingTenorInMonths( ) /42.0;
capletFixingTimeVectorInYears[i] = ( i+1 ) *capVolMarketData.getUnderlyingTenorInMonths ( ) /12.0;
this(null, capVolMarketData, parsedModel); } public double[][] getCapletVolMatrix() throws CalculationException { capletVolMatrix = new double[capVolMarketData.getMaxExpiryInMonths()/capVolMarketData.getUnderlyingTenorInMonths()-1][capVolMarketData.getNumberOfStrikes()]; capletFixingTimeVectorInYears = new double[capVolMarketData.getMaxExpiryInMonths()/capVolMarketData.getUnderlyingTenorInMonths()-1]; for (int i = 0; i < capletFixingTimeVectorInYears.length; i++) { <extra_id_0> } Frequency frequency = null; switch (capVolMarketData.getUnderlyingTenorInMonths()) { case 1: frequency = Frequency.MONTHLY; break;