/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
capVolMarketDataBeforeChange.getCapTenorStructure( ) , analyticModel, capVolMarketData.getDiscountIndex( ) , capVolMarketData.getIndex( ) , capVolMarketData.getIndex( ) ) ;
capVolMarketDataBeforeChange.getCapTenorStructure ( ) , analyticModel, capVolMarketData.getDiscountIndex ( ) , capVolMarketDataBeforeChange.getIndex ( ) , capVolMarketData.getIndex ( ) ) ;
correlationProvider, capVolMarketDataBeforeChange.getUnderlyingTenorInMonthsBeforeChange(), capVolMarketData.getUnderlyingTenorInMonths(), capletFixingTimeVectorInYearsBeforeChange, capVolMarketDataBeforeChange.getStrikeVector(), capletVolBootstrapperBeforeChange.getCapletVolMatrix(), <extra_id_0> final double[][] capVolMatrixBeforeChangeNewTenor = capletVolBootstrapperBeforeChange.calculateCapVolsFromCapletVols(tenorConverterBeforeChange.convertTenor()); for (int j = 0; j < capVolMarketData.getNumberOfStrikes(); j++) { for (int i = 0; i < numberOfExpiriesBeforeChange; i++) { capVolMarketData.setCapVolMatrixEntry(i, j, capVolMatrixBeforeChangeNewTenor[i][j]); } }