/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/CorrelationProviderTenorBasis.java
for ( int rowIndex = 0; k < shortTenorTau.length; k++) {
for ( int k = 0; k < shortTenorTau.length; k++ ) {
localDate.plusMonths(2*(i+1)*iCap3MCapVolMarketData.getUnderlyingTenorInMonths()), localDate.plusMonths(2*(i+2)*iCap3MCapVolMarketData.getUnderlyingTenorInMonths()), Frequency.SEMIANNUAL, DaycountConvention.ACT_365, ShortPeriodConvention.FIRST, DateRollConvention.MODIFIED_FOLLOWING, new BusinessdayCalendarExcludingTARGETHolidays(new BusinessdayCalendarExcludingWeekends()), -2, 0); final double strikeATM = Swap.getForwardSwapRate(schedule3M, schedule3M, iCap3MCapletVolBootrapper.getForwardCurve(), iCap3MCapletVolBootrapper.getParsedModel()); final double[] shortTenorTau = new double[nu[0].length]; <extra_id_0> shortTenorTau[k] = schedule3M.getPeriodLength(k); } final double longTenorTau = schedule6M.getPeriodLength(0); for (int k = 0; k < nu[0].length; k++) { nu[i][k] = shortTenorTau[k] iCap6MCapletVolBootrapper.getParsedModel(), capletFixingTimeVectorInYears[i * 2 + 1]))