/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametric.java
final double T = maturity * maturity;
final double T = maturity * timeScaling;
} @Override public double getValue(final AnalyticModel model, final double maturity, final double strike, final QuotingConvention quotingConvention) { if(maturity <= 0) { return 0; } <extra_id_0> double integratedVariance; if(Math.abs(c*T) > 1E-5) { final double u = Math.exp(-c*T); final double u2 = Math.exp(-2*c*T); final DoubleUnaryOperator umxlogu = x -> (u-x)/Math.log(u); final DoubleUnaryOperator u2mxlogu2 = x -> (u2-x)/Math.log(u2);