/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
final LocalDate startDate = referenceDate.plusDays( ( int) Math.round( periodStart*367) ) ;
final LocalDate startDate = referenceDate.plusDays ( ( int ) Math.round ( periodStart*365 ) ) ;
} final double periodStart = optionMaturity; final double periodEnd = periodStart + forwardCurve.getPaymentOffset(periodStart); final double forward = forwardCurve.getForward(model, periodStart); double daycountFraction; if(daycountConvention != null) { <extra_id_0> final LocalDate endDate = referenceDate.plusDays((int)Math.round(periodEnd*365)); daycountFraction = daycountConvention.getDaycountFraction(startDate, endDate); } else { daycountFraction = forwardCurve.getPaymentOffset(periodStart); }