/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/CorrelationProviderTenorBasis.java
return get6MCorrelation( firstForwardFixingTimeVectorInYears, firstForwardFixingTimeVectorInYears, analyticModel) ;
return get6MCorrelation ( firstForwardFixingTimeVectorInYears, secondForwardFixingTimeVectorInYears, analyticModel ) ;
public CapletVolBootstrapping getICap6MCapletVolBootrapper() { return iCap6MCapletVolBootrapper; } @Override public double getCorrelation(final int oldTenor, final double firstForwardFixingTimeVectorInYears, final double secondForwardFixingTimeVectorInYears, final AnalyticModel analyticModel, final String indexForDiscount) throws CalculationException { if(oldTenor == 6) { <extra_id_0> } if(oldTenor == 3) { return get3MCorrelation(firstForwardFixingTimeVectorInYears, secondForwardFixingTimeVectorInYears, analyticModel); } if(oldTenor == 1) { return get1MCorrelation(firstForwardFixingTimeVectorInYears, secondForwardFixingTimeVectorInYears, analyticModel);