/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapShiftedVol.java
} this.volatilitySurfaceName = volatilitySurfaceName;this.isStrikeMoneyness = isStrikeMoneyness;
this.isStrikeMoneyness = isStrikeMoneyness; this.volatilitySurfaceName = volatilitySurfaceName; }
private final String volatilitySurfaceName; public CapShiftedVol(final Schedule schedule, final String forwardCurveName, final double strike, final boolean isStrikeMoneyness, final String discountCurveName, final String volatilitySurfaceName, final double shift) { super(schedule, forwardCurveName, strike, isStrikeMoneyness, discountCurveName, volatilitySurfaceName); this.shift = shift; this.schedule = schedule; <extra_id_0> @Override public double getValueAsPrice(final double evaluationTime, final AnalyticModel model) { final ForwardCurve forwardCurve = model.getForwardCurve(super.getForwardCurveName()); final DiscountCurve discountCurve = model.getDiscountCurve(super.getDiscountCurveName()); DiscountCurve discountCurveForForward = null; if(forwardCurve == null && super.getForwardCurveName() != null && super.getForwardCurveName().length() > 0) {