}
if (availableVols.size() == 0) {
throw new OpenGammaRuntimeException("No volatility values found for expiry " + expiries[i]);
}
fullStrikes[i] = availableStrikes.toDoubleArray();
fullValues[i] = availableVols.toDoubleArray();
}
return Pair.of(fullStrikes, fullValues);
}
public static Triple<double[], double[][], double[][]> getStrikesAndValues(final double[] expiries, final double[] strikes, final VolatilitySurfaceData<Object, Object> volatilitySurface,