/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
frequency ;
frequency = Frequency.MONTHLY;
for (int i = 0; i < capletFixingTimeVectorInYears.length; i++) { capletFixingTimeVectorInYears[i] = (i+1)*capVolMarketData.getUnderlyingTenorInMonths()/12.0; } Frequency frequency = null; switch (capVolMarketData.getUnderlyingTenorInMonths()) { case 1: <extra_id_0> break; case 3: frequency = Frequency.QUARTERLY; break; case 6: frequency = Frequency.SEMIANNUAL;