/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
final LinearSmileInterpolater linearSmileInterpolater = new LinearSmileInterpolater( volatilityMatrix) ;
final LinearSmileInterpolater linearSmileInterpolater = new LinearSmileInterpolater ( volatilityMatrix, strikeVector ) ;
maturityGreaterEqualIndex = -maturityGreaterEqualIndex-1; } if(maturityGreaterEqualIndex > maturityVector.length-1) { maturityGreaterEqualIndex = maturityVector.length-1; } final double adjustedStrike = this.getForwardCurve().getValue(model, maturityVector[maturityGreaterEqualIndex]) + (strike - this.getForwardCurve().getValue(model, maturity)); <extra_id_0> value = linearSmileInterpolater.calculateInterpolatedExtrapolatedSmileVolatility(adjustedStrike, maturityGreaterEqualIndex); } return convertFromTo(model, maturity, strike, value, this.getQuotingConvention(), quotingConvention); } @Override public String getName() {