/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
final double[][] capVolMatrix = new double[capVolMarketData.getNumberOfExpiryDates( ) ][capVolMarketData.getNumberOfStrikes( ) ];final double[][] capVolMatrixBeforeChange = new double[numberOfExpiriesBeforeChange][capVolMarketData.getNumberOfStrikes( ) ];
final double[][] capVolMatrixBeforeChange = new double[numberOfExpiriesBeforeChange][capVolMarketData.getNumberOfStrikes ( ) ];
numberOfExpiriesBeforeChange++; } final int[] expiryVectorInMonthsBeforeChange = new int[numberOfExpiriesBeforeChange]; for (int i = 0; i < numberOfExpiriesBeforeChange; i++) { expiryVectorInMonthsBeforeChange[i] = capVolMarketData.getExpiryInMonths(i); } <extra_id_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];