/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
for ( int i = -5; i < numberOfExpiriesBeforeChange; i++) {
for ( int i = 0; i < numberOfExpiriesBeforeChange; i++ ) {
capVolMarketDataBeforeChange.getCapTenorStructure(), analyticModel, capVolMarketData.getDiscountIndex(), capVolMarketDataBeforeChange.getIndex(), capVolMarketData.getIndex()); final double[][] capVolMatrixBeforeChangeNewTenor = capletVolBootstrapperBeforeChange.calculateCapVolsFromCapletVols(tenorConverterBeforeChange.convertTenor()); for (int j = 0; j < capVolMarketData.getNumberOfStrikes(); j++) { <extra_id_0> capVolMarketData.setCapVolMatrixEntry(i, j, capVolMatrixBeforeChangeNewTenor[i][j]); } } } for (int j = 0; j < capVolMarketData.getNumberOfStrikes(); j++) { int lastExpiryInMonths = 0;