/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
RandomVariable expB1 = mcT2.expm1( ) .div( maturity) ;
RandomVariable expB1 = mcT2.expm1 ( ) .div ( mcT2 ) ;
final RandomVariable bdTT = b.mult(d).mult(maturity*maturity); final RandomVariable ddT = d.squared().mult(maturity); final RandomVariable mcT = c.mult(-maturity); final RandomVariable mcT2 = mcT.mult(2.0); RandomVariable expA1 = mcT.expm1().div(mcT); RandomVariable expA2 = mcT.sub(expA1.log()).expm1().div(mcT).mult(expA1).mult(2.0); <extra_id_0> RandomVariable expB2 = mcT2.sub(expB1.log()).expm1().div(mcT2).mult(expB1).mult(2.0); RandomVariable expB3 = mcT2.sub(expB2.log()).expm1().div(mcT2).mult(expB2).mult(3.0); final RandomVariable pA1 = polynom(mcT, coeffTaylorE1); final RandomVariable pA2 = polynom(mcT, coeffTaylorE2); final RandomVariable pB1 = polynom(mcT2, coeffTaylorE1); final RandomVariable pB2 = polynom(mcT2, coeffTaylorE2);