class MultiCapFloorPricer {

  public double[] impliedVols(double[] capPrices) {
    ArgumentChecker.notEmpty(capPrices, "null cap prices");
    ArgumentChecker.isTrue(_nCaps == capPrices.length, "capPrices wrong length");
    double[] res = new double[_nCaps];
    for (int i = 0; i < _nCaps; i++) {
      res[i] = BlackFormulaRepository.impliedVolatility(_capToOptionsMap[i], capPrices[i]);
    }
    return res;
  }

  public  MultiCapFloorPricer(List<CapFloor> caps,  MulticurveProviderInterface curves);

}