/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/CorrelationProviderTenorBasis.java
double distanceToFixingTimeRow = Double.MAX_VALUE; int columnIndex = 0;
int columnIndex = 0; double distanceToFixingTimeRow = Double.MAX_VALUE;
public double get3MCorrelation(final double firstForwardFixingTimeVectorInYears, final double secondForwardFixingTimeVectorInYears, final AnalyticModel analyticModel) throws CalculationException { final double[] capletFixingTimeVectorInYears = new double[iCap3MCapVolMarketData.getMaxExpiryInMonths()/iCap3MCapVolMarketData.getUnderlyingTenorInMonths()-1]; for (int i = 0; i < capletFixingTimeVectorInYears.length; i++) { capletFixingTimeVectorInYears[i] = (i+1)*iCap3MCapVolMarketData.getUnderlyingTenorInMonths()/12.0; } int rowIndex = 0; <extra_id_0> double distanceToFixingTimeColumn = Double.MAX_VALUE; for (int i = 0; i < capletFixingTimeVectorInYears.length; i++) { if (Math.abs(firstForwardFixingTimeVectorInYears - capletFixingTimeVectorInYears[i]) < distanceToFixingTimeRow) { rowIndex = i; distanceToFixingTimeRow = Math.abs(firstForwardFixingTimeVectorInYears - capletFixingTimeVectorInYears[i]); }