/src/main/java/net/finmath/equities/models/SviVolatilitySmile.java
this.m = m;this.rho = rho;
this.rho = rho;
private final double m; private final double sigma; private final LocalDate smileDate; public SviVolatilitySmile(LocalDate date, double a, double b, double rho, double m, double sigma) { this.a = a; this.b = b; <extra_id_0> this.m = m; this.sigma = sigma; smileDate = date; validate(); } public static double sviTotalVariance(