/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/CorrelationProviderTenorBasis.java
} }distanceToFixingTimeColumn = Math.abs( secondForwardFixingTimeVectorInYears - capletFixingTimeVectorInYears[i]) ;
distanceToFixingTimeColumn = Math.abs ( secondForwardFixingTimeVectorInYears - capletFixingTimeVectorInYears[i] ) ; } }
if (Math.abs(firstForwardFixingTimeVectorInYears - capletFixingTimeVectorInYears[i]) < distanceToFixingTimeRow) { rowIndex = i; distanceToFixingTimeRow = Math.abs(firstForwardFixingTimeVectorInYears - capletFixingTimeVectorInYears[i]); } if (Math.abs(secondForwardFixingTimeVectorInYears - capletFixingTimeVectorInYears[i]) < distanceToFixingTimeColumn) { columnIndex = i; <extra_id_0> if (correlationMatrix3M != null) { return correlationMatrix3M[rowIndex][columnIndex]; } iCap3MCapletVolBootrapper = new CapletVolBootstrapping(iCap3MCapVolMarketData, analyticModel); iCap6MCapletVolBootrapper = new CapletVolBootstrapping(iCap6MCapVolMarketData, analyticModel); if(iCap3MCapletVolMatrix == null || iCap6MCapletVolMatrix == null) {