/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/CorrelationProviderTenorBasis.java
for ( int k1 = 0; k1 < 2; k1++) { double derivativeRightHandSideSum = 0.0;
double derivativeRightHandSideSum = 0.0; for ( int k1 = 0; k1 < 2; k1++ ) {
} final double guess = 1.0; final NewtonsMethod newtonsMethod = new NewtonsMethod(guess); double derivativeSumToMinimize = 0.0; double secondDerivativeSumToMinimize = 0.0; double rightHandSideSum = 0.0; <extra_id_0> for (int k2 = 0; k2 < 2; k2++) { if (k1 == k2) { rightHandSideSum += nu[i][k1]*nu[i][k2]*smileInterExtrapolater3M.calculateInterpolatedExtrapolatedSmileVolatility(K[i][k1], i*2+1+k1)*smileInterExtrapolater3M.calculateInterpolatedExtrapolatedSmileVolatility(K[i][k2], i*2+1+k2); } else { rightHandSideSum += nu[i][k1]*nu[i][k2]*guess*smileInterExtrapolater3M.calculateInterpolatedExtrapolatedSmileVolatility(K[i][k1], i*2+1+k1)*smileInterExtrapolater3M.calculateInterpolatedExtrapolatedSmileVolatility(K[i][k2], i*2+1+k2);