/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/TenorConverter.java
private CapletVolatilitySurface capletVolatilitySurface;
private final CapletVolatilitySurface capletVolatilitySurface;
public class TenorConverter { private final int currentTenorInMonths; private final int newTenorInMonths; private final double[] capletFixingTimeVectorInYears; private final double[] strikeVector; private final double[][] capletVolatilities; <extra_id_0> private final CorrelationProvider correlationProvider; private final DiscountCurve discountCurve, discountForForwardCurveOldTenor, discountForForwardCurveNewTenor; private final ForwardCurve forwardCurveOldTenor; private final ForwardCurve forwardCurveNewTenor; private final String indexForDiscount, indexOldTenor, indexNewTenor; private transient AnalyticModel analyticModel;