/src/main/java/net/finmath/marketdata/products/Cap.java
double upperBound = -Double.MAX_VALUE; double lowerBound = Double.MAX_VALUE;
double lowerBound = Double.MAX_VALUE; double upperBound = -Double.MAX_VALUE;
cachedATMForward = floatLeg.getValue(model) / annuityLeg.getValue(model); cacheStateModel = new SoftReference<>(model); cacheStateIsFirstPeriodIncluded = isFirstPeriodIncluded; return cachedATMForward; } public double getImpliedVolatility(final double evaluationTime, final AnalyticModel model, final VolatilitySurface.QuotingConvention quotingConvention) { <extra_id_0> for(int periodIndex=0; periodIndex<schedule.getNumberOfPeriods(); periodIndex++) { final double fixingDate = schedule.getFixing(periodIndex); final double periodLength = schedule.getPeriodLength(periodIndex); if(periodLength == 0) { continue; }