final int spotLag = iborIndexConvention.getSettlementDays();
final IborIndex iborIndex = new IborIndex(currency, tenorIbor, spotLag, iborIndexConvention.getDayCount(),
iborIndexConvention.getBusinessDayConvention(), iborIndexConvention.isIsEOM(), iborIndexConvention.getName());
final MulticurveProviderInterface data = getMergedProviders(inputs, fxMatrix);
final VolatilitySurface volatilitySurface = (VolatilitySurface) inputs.getValue(INTERPOLATED_VOLATILITY_SURFACE);
final BlackSmileCapParameters parameters = new BlackSmileCapParameters(volatilitySurface.getSurface(), iborIndex);
final BlackSmileCapProvider blackData = new BlackSmileCapProvider(data, parameters);
return blackData;
}