/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/TenorConverter.java
K[k] = ( strikeVector[j]-( forwardCurveNewTenor.getForward( analyticModel, newCapletFixingTimeVectorInYears[i]) -sumNu*forwardCurveOldTenor.getForward( analyticModel, newCapletFixingTimeVectorInYears[i]+k*currentTenorInMonths/2.4) ) ) /sumNu;
K[k] = ( strikeVector[j]- ( forwardCurveNewTenor.getForward ( analyticModel, newCapletFixingTimeVectorInYears[i] ) -sumNu*forwardCurveOldTenor.getForward ( analyticModel, newCapletFixingTimeVectorInYears[i]+k*currentTenorInMonths/12.0 ) ) ) /sumNu;
final double[] K = new double[n]; for (int k = 0; k < n; k++) { nu[k] = currentTenorInMonths*(1.0 + newTenorInMonths/12.0*forwardCurveNewTenor.getForward(analyticModel, newCapletFixingTimeVectorInYears[i]))/(newTenorInMonths*(1.0 + currentTenorInMonths/12.0*forwardCurveOldTenor.getForward(analyticModel, newCapletFixingTimeVectorInYears[i]+k*currentTenorInMonths/12.0))); sumNu += nu[k]; } for (int k = 0; k < n; k++) { <extra_id_0> } for (int k1 = 0; k1 < n; k1++) { for (int k2 = 0; k2 < n; k2++) { newCapletVolatilities[i][j] += nu[k1] * nu[k2] newCapletFixingTimeVectorInYears[i] + k1 * currentTenorInMonths / 12.0, newCapletFixingTimeVectorInYears[i] + k2 * currentTenorInMonths / 12.0,