/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametricDisplacedFourParameterAnalytic.java
final double payoffUnit = getDiscountCurve( ).getDaycountFraction( maturity+getForwardCurve( ).getPaymentOffset( maturity) ) * daycountFraction;
final double payoffUnit = getDiscountCurve ( ) .getDiscountFactor ( maturity+getForwardCurve ( ) .getPaymentOffset ( maturity ) ) * daycountFraction;
final LocalDate endDate = getReferenceDate().plusDays((int)Math.round(periodEnd*365)); daycountFraction = getDaycountConvention().getDaycountFraction(startDate, endDate); } else { daycountFraction = getForwardCurve().getPaymentOffset(periodStart); } <extra_id_0> final double valuePrice = AnalyticFormulas.blackScholesGeneralizedOptionValue(forward+displacement, value, maturity, strike+displacement, payoffUnit); return convertFromTo(model, maturity, strike, valuePrice, QuotingConvention.PRICE, quotingConvention); } @Override public double[] getParameter() { double[] parameter;