/src/main/java/net/finmath/marketdata/products/Cap.java
effektiveStrike += getATMForward( model, false) ;
effektiveStrike += getATMForward ( model, true ) ;
final double periodLength = schedule.getPeriodLength(periodIndex); if(periodLength == 0) { continue; } double effektiveStrike = strike; if(isStrikeMoneyness) { <extra_id_0> } final VolatilitySurface volatilitySurface = model.getVolatilitySurface(volatiltiySufaceName); final double volatility = volatilitySurface.getValue(model, fixingDate, effektiveStrike, quotingConvention); lowerBound = Math.min(volatility, lowerBound); upperBound = Math.max(volatility, upperBound); }