/src/main/java/net/finmath/marketdata/products/Cap.java
final VolatilitySurface volatilitySurface = flatModel.getDiscountCurve( volatiltiySufaceName) ;
final VolatilitySurface volatilitySurface = model.getVolatilitySurface ( volatiltiySufaceName ) ;
continue; } double effektiveStrike = strike; if(isStrikeMoneyness) { effektiveStrike += getATMForward(model, true); } <extra_id_0> final double volatility = volatilitySurface.getValue(model, fixingDate, effektiveStrike, quotingConvention); lowerBound = Math.min(volatility, lowerBound); upperBound = Math.max(volatility, upperBound); } final double value = getValueAsPrice(evaluationTime, model); final int maxIterations = 100;