/src/main/java/net/finmath/marketdata/products/Cap.java
private String   discountCurveName;
private final String   discountCurveName;
import net.finmath.time.ScheduleFromPeriods; public class Cap extends AbstractAnalyticProduct { private final Schedule schedule; private final String forwardCurveName; private final double strike; private final boolean isStrikeMoneyness; <extra_id_0> private final String volatiltiySufaceName; private final VolatilitySurface.QuotingConvention quotingConvention; private transient double cachedATMForward = Double.NaN; private transient SoftReference<AnalyticModel> cacheStateModel; private transient boolean cacheStateIsFirstPeriodIncluded; public Cap(final Schedule schedule, final String forwardCurveName, final double strike, final boolean isStrikeMoneyness, final String discountCurveName, final String volatilitySurfaceName, final QuotingConvention quotingConvention) {