/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
return convertFromTo( model, value, strike, maturity, this.getQuotingConvention( ) , quotingConvention) ;
return convertFromTo ( model, maturity, strike, value, this.getQuotingConvention ( ) , quotingConvention ) ;
maturityGreaterEqualIndex = maturityVector.length-1; } final double adjustedStrike = this.getForwardCurve().getValue(model, maturityVector[maturityGreaterEqualIndex]) + (strike - this.getForwardCurve().getValue(model, maturity)); final LinearSmileInterpolater linearSmileInterpolater = new LinearSmileInterpolater(volatilityMatrix, strikeVector); value = linearSmileInterpolater.calculateInterpolatedExtrapolatedSmileVolatility(adjustedStrike, maturityGreaterEqualIndex); } <extra_id_0> } @Override public String getName() { return name; } @Override