/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilities.java
return convertFromTo( model, maturity, value, this.getQuotingConvention( ) , quotingConvention) ;
return convertFromTo ( model, maturity, strike, value, this.getQuotingConvention ( ) , quotingConvention ) ;
maturityGreaterEqualIndex = maturities.length-1; } final double maturityGreaterOfEqual = maturities[maturityGreaterEqualIndex]; final double adjustedStrike = getForwardCurve().getValue(model, maturityGreaterOfEqual) + (strike - getForwardCurve().getValue(model, maturity)); value = capletVolatilities.get(maturityGreaterOfEqual).getValue(adjustedStrike); } <extra_id_0> } public static AbstractVolatilitySurface fromFile(final File inputFile) throws FileNotFoundException { final ArrayList<String> datasets = new ArrayList<>(); try(BufferedReader dataStream = new BufferedReader(new InputStreamReader(new FileInputStream(inputFile)))) { String line; while((line = dataStream.readLine()) != null) {