/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
int lastExpiryInMonths = 0;int lastCaplet = 0;
int lastCaplet = 0;
} } } for (int j = 0; j < capVolMarketData.getNumberOfStrikes(); j++) { int lastExpiryInMonths = 0; int currentExpiryInMonths = capVolMarketData.getExpiryInMonths(0); <extra_id_0> boolean isFirstCap = true; for (int i = 0; i < capVolMarketData.getMaxExpiryInMonths()/capVolMarketData.getUnderlyingTenorInMonths(); i++) { if (currentExpiryInMonths != (i+1)*capVolMarketData.getUnderlyingTenorInMonths()) { continue; } if (isFirstCap) {