/src/main/java/net/finmath/equities/models/SviVolatilitySmile.java
return sviTotalVariance ( Math.log ( strike/forward ) , getA ( ) , getB ( ) , getRho ( ) , getM ( ) , getSigma ( ) ) ; }
public double getTotalVariance(double logStrike) { return sviTotalVariance(logStrike, getA(), getB(), getRho(), getM(), getSigma()); } public double getTotalVariance(double strike, double forward) { <extra_id_0> public double getVolatility(double strike, double forward, double timeToExpiry) { return sviVolatility(Math.log(strike/forward), getA(), getB(), getRho(), getM(), getSigma(), timeToExpiry); } public LocalDate getSmileDate() { return smileDate;