/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/CorrelationProviderTenorBasis.java
/ ( longTenorTau * ( 1.0 + shortTenorTau[k] * iCap3MCapletVolBootrapper.getForwardCurve( ).getForward( iCap3MCapletVolBootrapper.getParsedModel( ) , capletFixingTimeVectorInYears[i * k2 + 1] + schedule3M.getPeriodStart( k) ) ) ) ;
/ ( longTenorTau * ( 1.0 + shortTenorTau[k] * iCap3MCapletVolBootrapper.getForwardCurve ( ) .getForward ( iCap3MCapletVolBootrapper.getParsedModel ( ) , capletFixingTimeVectorInYears[i * 2 + 1] + schedule3M.getPeriodStart ( k ) ) ) ) ;
shortTenorTau[k] = schedule3M.getPeriodLength(k); } final double longTenorTau = schedule6M.getPeriodLength(0); for (int k = 0; k < nu[0].length; k++) { nu[i][k] = shortTenorTau[k] iCap6MCapletVolBootrapper.getParsedModel(), capletFixingTimeVectorInYears[i * 2 + 1])) <extra_id_0> sumNu[i] += nu[i][k]; } for (int k = 0; k < K[0].length; k++) { K[i][k] = (strikeATM - (iCap6MCapletVolBootrapper.getForwardCurve().getForward( iCap6MCapletVolBootrapper.getParsedModel(), capletFixingTimeVectorInYears[i * 2 + 1]) - sumNu[i] * iCap3MCapletVolBootrapper.getForwardCurve()