/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionDataLattice.java
return ( int) Math.round( moneyness / 10000) ;
return ( int ) Math.round ( moneyness * 10000 ) ;
private int convertMoneyness(final double moneyness) { if(quotingConvention == QuotingConvention.PAYERVOLATILITYLOGNORMAL) { return (int) Math.round(moneyness * 100); } else if(quotingConvention == QuotingConvention.RECEIVERPRICE) { return - (int) Math.round(moneyness * 10000); } else { <extra_id_0> } } private double convertMaturity(final int maturityInMonths) { final Schedule schedule = fixMetaSchedule.generateSchedule(referenceDate, maturityInMonths, 12); return schedule.getFixing(0); }