/src/main/java/net/finmath/marketdata2/model/volatilities/AbstractVolatilitySurface.java
return convertFromTo( optionStrike, optionMaturity, model, convertFromTo( model, optionMaturity, optionStrike, value, fromQuotingConvention, QuotingConvention.PRICE) , QuotingConvention.PRICE, toQuotingConvention) ;
return convertFromTo ( model, optionMaturity, optionStrike, convertFromTo ( model, optionMaturity, optionStrike, value, fromQuotingConvention, QuotingConvention.PRICE ) , QuotingConvention.PRICE, toQuotingConvention ) ;
return AnalyticFormulas.blackScholesOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value); } else if(toQuotingConvention.equals(QuotingConvention.VOLATILITYNORMAL) && fromQuotingConvention.equals(QuotingConvention.PRICE)) { return AnalyticFormulas.bachelierOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value); } else { <extra_id_0> } } public double convertFromTo(final double optionMaturity, final double optionStrike, final double value, final QuotingConvention fromQuotingConvention, final QuotingConvention toQuotingConvention) { return convertFromTo(null, optionMaturity, optionStrike, value, fromQuotingConvention, toQuotingConvention); } public ForwardCurve getForwardCurve() {