/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
final CapVolMarketData capVolMarketDataBeforeChange = new CapVolMarketData( capVolMarketData.getUnderlyingTenorInMonthsBeforeChange( ) , capVolMarketData.getDiscountIndex( ) , capVolMarketData.getCapTenorStructure( ) ,
final CapVolMarketData capVolMarketDataBeforeChange = new CapVolMarketData ( capVolMarketData.getIndexBeforeChange ( ) , capVolMarketData.getDiscountIndex ( ) , capVolMarketData.getCapTenorStructure ( ) ,
} } final double[] capletFixingTimeVectorInYearsBeforeChange = new double[capVolMarketData.getMaxExpiryInMonths()/capVolMarketData.getUnderlyingTenorInMonths()-1]; for (int i = 0; i < capletFixingTimeVectorInYearsBeforeChange.length; i++) { capletFixingTimeVectorInYearsBeforeChange[i] = (i+1)*capVolMarketData.getUnderlyingTenorInMonthsBeforeChange()/12.0; } <extra_id_0> expiryVectorInMonthsBeforeChange, capVolMarketData.getStrikeVector(), capVolMatrixBeforeChange, capVolMarketData.getShift(), capVolMarketData.getUnderlyingTenorInMonthsBeforeChange()); final CapletVolBootstrapping capletVolBootstrapperBeforeChange = new CapletVolBootstrapping(capVolMarketDataBeforeChange, analyticModel); final TenorConverter tenorConverterBeforeChange = new TenorConverter( correlationProvider,