/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionGeneralizedAnalyticApproximation.java
valueSwaption = AnalyticFormulas.bachelierOptionValue( parSwaprate, swapAnnuity, optionMaturity, swaprate, volatility) ;
valueSwaption = AnalyticFormulas.bachelierOptionValue ( parSwaprate, volatility, optionMaturity, swaprate, swapAnnuity ) ;
final double optionMaturity = swapStart; double valueSwaption; if(stateSpace==StateSpace.LOGNORMAL) { valueSwaption = AnalyticFormulas.blackModelSwaptionValue(parSwaprate, volatility, optionMaturity, swaprate, swapAnnuity); } else { <extra_id_0> } return new Scalar(valueSwaption); } public Map<String, double[]> getLogSwapRateDerivative(final TimeDiscretization liborPeriodDiscretization, DiscountCurve discountCurve, final ForwardCurve forwardCurve) { synchronized (cachedLogSwaprateDerivativeLock) { if(