@Test(description = "Demo to show number of (phantom) caplets") public void sizeDemo() { final MultiCapFloorPricer pricer1 = new MultiCapFloorPricer(getAllCapsExATM(), getYieldCurves()); System.out.println("number of caplet ex ATM " + pricer1.getNumCaplets()); final MultiCapFloorPricerGrid pricer2 = new MultiCapFloorPricerGrid(getAllCaps(), getYieldCurves()); System.out.println( "number of caplet " + pricer2.getNumCaplets() + "\t" + pricer2.getGridSize()); }