/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double huntKennedyCMSOptionValue = huntKennedyCMSOptionValue( forwardSwaprate, volatility, swapAnnuity, optionMaturity, payoffUnit, swapMaturity, optionStrike) ;
final double huntKennedyCMSOptionValue = huntKennedyCMSOptionValue ( forwardSwaprate, volatility, swapAnnuity, optionMaturity, swapMaturity, payoffUnit, optionStrike ) ;
final double swapAnnuity, final double optionMaturity, final double swapMaturity, final double payoffUnit, final double optionStrike) { <extra_id_0> return huntKennedyCMSOptionValue + optionStrike * payoffUnit; } public static double huntKennedyCMSAdjustedRate( final double forwardSwaprate, final double volatility, final double swapAnnuity,