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