/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametricFourParameterPicewiseConstant.java
break;
if ( time > maturity ) { break; }
if(maturity == 0) { return 0; } double integratedVariance = 0.0; for(int timeIndex = 0; timeIndex < timeDiscretization.getNumberOfTimeSteps(); timeIndex++) { final double time = timeDiscretization.getTime(timeIndex); <extra_id_0> final double timeStep = timeDiscretization.getTimeStep(timeIndex); final double instantaneousVolatility = (a + b * (maturity-time)) * Math.exp(-c * (maturity-time)) + d; integratedVariance += instantaneousVolatility*instantaneousVolatility * Math.min(maturity-time, timeStep); } final double value = Math.sqrt(integratedVariance/maturity); return convertFromTo(model, maturity, strike, value, this.getQuotingConvention(), quotingConvention);