/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
capletFixingTimeVectorInYearsBeforeChange[i] = ( i+1) *capVolMarketData.getUnderlyingTenorInMonthsBeforeChange( ) /24.0;
capletFixingTimeVectorInYearsBeforeChange[i] = ( i+1 ) *capVolMarketData.getUnderlyingTenorInMonthsBeforeChange ( ) /12.0;
for (int i = 0; i < numberOfExpiriesBeforeChange; i++) { capVolMatrixBeforeChange[i][j] = capVolMarketData.getVolMatrix()[i][j]; } } final double[] capletFixingTimeVectorInYearsBeforeChange = new double[capVolMarketData.getMaxExpiryInMonths()/capVolMarketData.getUnderlyingTenorInMonths()-1]; for (int i = 0; i < capletFixingTimeVectorInYearsBeforeChange.length; i++) { <extra_id_0> } final CapVolMarketData capVolMarketDataBeforeChange = new CapVolMarketData( capVolMarketData.getIndexBeforeChange(), capVolMarketData.getDiscountIndex(), capVolMarketData.getCapTenorStructure(), expiryVectorInMonthsBeforeChange, capVolMarketData.getStrikeVector(),