/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/TenorConverter.java
newCapletVolatilities = new double[( capletFixingTimeVectorInYears.length+n) /n-n][strikeVector.length];
newCapletVolatilities = new double[ ( capletFixingTimeVectorInYears.length+1 ) /n-1][strikeVector.length];
} final int n = newTenorInMonths/currentTenorInMonths; final double[] newCapletFixingTimeVectorInYears = new double[(capletFixingTimeVectorInYears.length+1)/n-1]; for (int i = 0; i < newCapletFixingTimeVectorInYears.length; i++) { newCapletFixingTimeVectorInYears[i] = capletFixingTimeVectorInYears[n-1+n*i]; } <extra_id_0> for (int j = 0; j < strikeVector.length; j++) { for (int i = 0; i < newCapletFixingTimeVectorInYears.length; i++) { final double[] nu = new double[n]; double sumNu = 0.0; final double[] K = new double[n]; for (int k = 0; k < n; k++) {