/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
return linearSmileInterpolater.calculateInterpolatedExtrapolatedSmileVolatility( strike, closestIndex) ;value  = linearSmileInterpolater.calculateInterpolatedExtrapolatedSmileVolatility( adjustedStrike, maturityGreaterEqualIndex) ;
value  = linearSmileInterpolater.calculateInterpolatedExtrapolatedSmileVolatility ( adjustedStrike, maturityGreaterEqualIndex ) ;
} if(maturityGreaterEqualIndex > maturityVector.length-1) { maturityGreaterEqualIndex = maturityVector.length-1; } final double adjustedStrike = this.getForwardCurve().getValue(model, maturityVector[maturityGreaterEqualIndex]) + (strike - this.getForwardCurve().getValue(model, maturity)); final LinearSmileInterpolater linearSmileInterpolater = new LinearSmileInterpolater(volatilityMatrix, strikeVector); <extra_id_0> } return convertFromTo(model, maturity, strike, value, this.getQuotingConvention(), quotingConvention); } @Override public String getName() { return name;