/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
} return 0;
return 0; }
final LinearSmileInterpolater linearSmileInterpolater = new LinearSmileInterpolater(volatilityMatrix, strikeVector); return linearSmileInterpolater.calculateInterpolatedExtrapolatedSmileVolatility(strike, closestIndex); } @Override public double getValue(final AnalyticModel model, final double maturity, final double strike, final QuotingConvention quotingConvention) { if(maturity == 0) { <extra_id_0> double value; double distance = Math.abs(maturityVector[0] - maturity); int closestIndex = 0; for(int i = 1; i < maturityVector.length; i++){ if(Math.abs(maturityVector[i] - maturity) < distance){ closestIndex = i;