/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
bisectionSearch.BisectionSearch( leftPoint , leftValue) ;
bisectionSearch.setValue ( rightValue ) ;
break; } } final double rightValue = capPrice - sumCapletPrices; final BisectionSearch bisectionSearch = new BisectionSearch(leftPoint, rightPoint); bisectionSearch.setValue(leftValue); <extra_id_0> while (bisectionSearch.isDone() != true) { for (int l = i; l > lastCaplet; l--) { capletVolMatrix[l-1][j] = bisectionSearch.getNextPoint(); if (j+1 < capVolMarketData.getNumberOfStrikes()) { capletVolMatrix[l-1][j+1] = capletVolMatrix[l-1][j]; }