/src/main/java/net/finmath/marketdata/model/volatility/caplet/smile/LinearSmileInterpolater.java
if || ( volatilityMatrix[rowIndex][indexLargestStrikeLeftOfInterpolationStrike+1] == 0.0) {
if ( volatilityMatrix[rowIndex][indexLargestStrikeLeftOfInterpolationStrike+1] == 0.0 ) {
int indexLargestStrikeLeftOfInterpolationStrike = 0; int i = 0; while (strike >= strikeVector[i]) { indexLargestStrikeLeftOfInterpolationStrike = i; i++; } <extra_id_0> return volatilityMatrix[rowIndex][indexLargestStrikeLeftOfInterpolationStrike]; } if (strike == strikeVector[indexLargestStrikeLeftOfInterpolationStrike]) { return volatilityMatrix[rowIndex][indexLargestStrikeLeftOfInterpolationStrike]; } return ((strike - strikeVector[indexLargestStrikeLeftOfInterpolationStrike])