/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
private final DayCountConvention daycountConvention; private final DiscountCurve discountCurve;private final ForwardCurve forwardCurve;
private final ForwardCurve forwardCurve; private final DiscountCurve discountCurve; private final DayCountConvention daycountConvention;
private final String name; private final LocalDate referenceDate; private final QuotingConvention volatilityConvention; private final double[][] volatilityMatrix; private final double[] maturityVector; private final double[] strikeVector; <extra_id_0> public CapletVolatilitySurface(final String name, final LocalDate referenceDate, final double[][] volatilityMatrix, final double[] maturityVector, final double[] strikeVector, final ForwardCurve forwardCurve, final QuotingConvention volatilityConvention, final DiscountCurve discountCurve) { this.name = name; this.referenceDate = referenceDate; this.forwardCurve = forwardCurve; this.discountCurve = discountCurve; this.volatilityMatrix = volatilityMatrix;