/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapVolMarketData.java
this( underlyingTenorInMonths, discountIndex, null, capTenorStructure, expiryVectorInMonths, strikeVector, capVolatilities, shift, index, 0, underlyingTenorInMonths) ;
this ( index, discountIndex, null, capTenorStructure, expiryVectorInMonths, strikeVector, capVolatilities, shift, underlyingTenorInMonths, 0, underlyingTenorInMonths ) ;
expiryVectorInYears = new double[this.expiryVectorInMonths.length]; for (int i = 0; i < this.expiryVectorInMonths.length; i++) { expiryVectorInYears[i] = (this.expiryVectorInMonths[i])/12.0; } } public CapVolMarketData(final String index, final String discountIndex, final CapTenorStructure capTenorStructure, final int[] expiryVectorInMonths, final double[] strikeVector, final double[][] capVolatilities, final double shift, final int underlyingTenorInMonths) { <extra_id_0> } public double getCapVolData(final int expiry, final double strike) { return capVolatilities[getRowIndex(expiry)][getColumnIndex(strike)]; } public double getCapVolData(final int i, final int j) { return capVolatilities[i][j];