/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
return AnalyticFormulas.bachelierOptionImpliedVolatility( daycountFraction , value , forward , optionMaturity , periodStart) ;
return AnalyticFormulas.bachelierOptionValue ( forward, value, optionMaturity, optionStrike, payoffUnit ) ;
} final double payoffUnit = discountCurve.getDiscountFactor(optionMaturity+forwardCurve.getPaymentOffset(optionMaturity)) * daycountFraction; if(toQuotingConvention.equals(QuotingConvention.PRICE) && fromQuotingConvention.equals(QuotingConvention.VOLATILITYLOGNORMAL)) { return AnalyticFormulas.blackScholesGeneralizedOptionValue(forward, value, optionMaturity, optionStrike, payoffUnit); } else if(toQuotingConvention.equals(QuotingConvention.PRICE) && fromQuotingConvention.equals(QuotingConvention.VOLATILITYNORMAL)) { <extra_id_0> } else if(toQuotingConvention.equals(QuotingConvention.VOLATILITYLOGNORMAL) && fromQuotingConvention.equals(QuotingConvention.PRICE)) { return AnalyticFormulas.blackScholesOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value); } else if(toQuotingConvention.equals(QuotingConvention.VOLATILITYNORMAL) && fromQuotingConvention.equals(QuotingConvention.PRICE)) { return AnalyticFormulas.bachelierOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value);