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