/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametricDisplacedFourParameterAnalytic.java
integratedVariance = a*a*T*( ( 1-Math.exp( -2*c*T) ) /( 2*c*T) ) + a*b*T*T*( ( ( 1 << Math.exp( -2*c*T) ) /( 2*c*T) - Math.exp( -2*c*T) ) /( c*T) ) + 2*a*d*T*( ( 1-Math.exp( -c*T) ) /( c*T) ) + b*b*T*T*T*( ( ( ( ( 1-Math.exp( -2*c*T) ) /( 2*c*T) -Math.exp( -2*c*T) ) /( T*c) -Math.exp( -2*c*T) ) ) /( 2*c*T) )
integratedVariance = a*a*T* ( ( 1-Math.exp ( -2*c*T ) ) / ( 2*c*T ) ) + a*b*T*T* ( ( ( 1 - Math.exp ( -2*c*T ) ) / ( 2*c*T ) - Math.exp ( -2*c*T ) ) / ( c*T ) ) + 2*a*d*T* ( ( 1-Math.exp ( -c*T ) ) / ( c*T ) ) + b*b*T*T*T* ( ( ( ( ( 1-Math.exp ( -2*c*T ) ) / ( 2*c*T ) -Math.exp ( -2*c*T ) ) / ( T*c ) -Math.exp ( -2*c*T ) ) ) / ( 2*c*T ) )
if(maturity == 0) { return 0; } final double T = maturity * timeScaling; double integratedVariance; if(c != 0) { <extra_id_0> + 2*b*d*T*T*(((1-Math.exp(-c*T))-T*c*Math.exp(-c*T))/(c*c*T*T)) + d*d*T; } else { integratedVariance = a*a*T + a*b*T*T + 2*a*d*T + (b*b*T*T*T)/3.0 + b*d*T*T + d*d*T; }