final VolatilityTermStructure vc = getVolCurve(lsRes.getFitParameters().getData());
return new CapletStrippingSingleStrikeResult(chiSqr, lsRes.getFitParameters(), vc, new DoubleMatrix1D(mPrices));
}
private VolatilityTermStructure getVolCurve(final double[] capletVols) {
return new VolatilityCurve(InterpolatedDoublesCurve.from(getPricer().getCapletExpiries(), capletVols, _interpolator));
}