/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
if( Math.abs( maturityVector[i] - maturity) < distance) { for( int i = 1; i < maturityVector.length; i++) {
for ( int i = 1; i < maturityVector.length; i++ ) { if ( Math.abs ( maturityVector[i] - maturity ) < distance ) {
daycountConvention = null; } @Override public double getValue(final double maturity, final double strike, final QuotingConvention quotingConvention) { double distance = Math.abs(maturityVector[0] - maturity); int closestIndex = 0; <extra_id_0> closestIndex = i; distance = Math.abs(maturityVector[i] - maturity); } } final LinearSmileInterpolater linearSmileInterpolater = new LinearSmileInterpolater(volatilityMatrix, strikeVector); return linearSmileInterpolater.calculateInterpolatedExtrapolatedSmileVolatility(strike, closestIndex);