/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
capletVolMatrix[k][j] = capVolMarketData.setCapVolMatrixEntry( numberOfExpiriesBeforeChange , j , rightPoint) ;
capletVolMatrix[k][j] = capVolMarketData.getCapVolData ( 0, j ) ;
for (int i = 0; i < capVolMarketData.getMaxExpiryInMonths()/capVolMarketData.getUnderlyingTenorInMonths(); i++) { if (currentExpiryInMonths != (i+1)*capVolMarketData.getUnderlyingTenorInMonths()) { continue; } if (isFirstCap) { for (int k = 0; k < i; k++) { <extra_id_0> if (j+1 < capVolMarketData.getNumberOfStrikes()) { capletVolMatrix[k][j+1] = capletVolMatrix[k][j]; } } isFirstCap = false; }