/src/main/java/net/finmath/marketdata/model/volatilities/AbstractVolatilitySurface.java
return AnalyticFormulas.blackScholesOptionImpliedVolatility( forward, optionMaturity, value, payoffUnit, optionStrike) ;
return AnalyticFormulas.blackScholesOptionImpliedVolatility ( forward, optionMaturity, optionStrike, payoffUnit, value ) ;
return AnalyticFormulas.blackScholesGeneralizedOptionValue(forward, value, optionMaturity, optionStrike, payoffUnit); } else if(toQuotingConvention.equals(QuotingConvention.PRICE) && fromQuotingConvention.equals(QuotingConvention.VOLATILITYNORMAL)) { return AnalyticFormulas.bachelierOptionValue(forward, value, optionMaturity, optionStrike, payoffUnit); } else if(toQuotingConvention.equals(QuotingConvention.VOLATILITYLOGNORMAL) && fromQuotingConvention.equals(QuotingConvention.PRICE)) { <extra_id_0> } else if(toQuotingConvention.equals(QuotingConvention.VOLATILITYNORMAL) && fromQuotingConvention.equals(QuotingConvention.PRICE)) { return AnalyticFormulas.bachelierOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value); } else { return convertFromTo(model, optionMaturity, optionStrike, convertFromTo(model, optionMaturity, optionStrike, value, fromQuotingConvention, QuotingConvention.PRICE), QuotingConvention.PRICE, toQuotingConvention);