/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/TenorConverter.java
this.capletVolatilities = null;
this.capletVolatilities = capletVolatilities;
final AnalyticModel analyticModel2, final String indexForDiscount, final String indexOldTenor, final String indexNewTenor) { this.currentTenorInMonths = currentTenorInMonths; this.newTenorInMonths = newTenorInMonths; this.capletFixingTimeVectorInYears = capletFixingTimeVectorInYears; this.strikeVector = strikeVector; <extra_id_0> this.correlationProvider = correlationProvider; this.indexForDiscount = indexForDiscount; this.indexOldTenor = indexOldTenor; this.indexNewTenor = indexNewTenor; String currency = null; switch (capTenorStructure) {