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