iborIndexConvention.getBusinessDayConvention(), iborIndexConvention.isIsEOM(), iborIndexConvention.getName());
final MulticurveProviderInterface data = getMergedProviders(inputs, fxMatrix);
final VolatilitySurface volatilitySurface = (VolatilitySurface) inputs.getValue(INTERPOLATED_VOLATILITY_SURFACE);
final DoublesCurve shiftCurve = (DoublesCurve) inputs.getValue(LOGNORMAL_SURFACE_SHIFTS);
final BlackSmileShiftCapParameters parameters = new BlackSmileShiftCapParameters(volatilitySurface.getSurface(), shiftCurve, iborIndex);
final BlackSmileShiftCapProviderInterface blackData = new BlackSmileShiftCapProvider(data, parameters);
return blackData;
}