/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/TenorConverter.java
this.currentTenorInMonths = currentTenorInMonths;this.newTenorInMonths = newTenorInMonths;
this.newTenorInMonths = newTenorInMonths;
public TenorConverter(final CorrelationProvider correlationProvider, final int currentTenorInMonths, final int newTenorInMonths, final double[] capletFixingTimeVectorInYears, final double[] strikeVector, final double[][] capletVolatilities, final CapTenorStructure capTenorStructure, final AnalyticModel analyticModel2, final String indexForDiscount, final String indexOldTenor, final String indexNewTenor) { this.currentTenorInMonths = currentTenorInMonths; <extra_id_0> this.capletFixingTimeVectorInYears = capletFixingTimeVectorInYears; this.strikeVector = strikeVector; this.capletVolatilities = capletVolatilities; this.correlationProvider = correlationProvider; this.indexForDiscount = indexForDiscount; this.indexOldTenor = indexOldTenor;