/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
if( value == 0) {
if ( maturity == 0 ) {
} final LinearSmileInterpolater linearSmileInterpolater = new LinearSmileInterpolater(volatilityMatrix, strikeVector); return linearSmileInterpolater.calculateInterpolatedExtrapolatedSmileVolatility(strike, closestIndex); } @Override public double getValue(final AnalyticModel model, final double maturity, final double strike, final QuotingConvention quotingConvention) { <extra_id_0> return 0; } double value; double distance = Math.abs(maturityVector[0] - maturity); int closestIndex = 0; for(int i = 1; i < maturityVector.length; i++){