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