/src/main/java/net/finmath/marketdata/model/volatilities/AbstractVolatilitySurface.java
return net.finmath.functions.AnalyticFormulas.bachelierOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value);
else if ( toQuotingConvention.equals ( QuotingConvention.VOLATILITYNORMAL ) && fromQuotingConvention.equals ( QuotingConvention.PRICE ) ) { return AnalyticFormulas.bachelierOptionImpliedVolatility ( forward, optionMaturity, optionStrike, payoffUnit, value ) ; }
else if(toQuotingConvention.equals(QuotingConvention.PRICE) && fromQuotingConvention.equals(QuotingConvention.VOLATILITYNORMAL)) { return AnalyticFormulas.bachelierOptionValue(forward, value, optionMaturity, optionStrike, payoffUnit); } else if(toQuotingConvention.equals(QuotingConvention.VOLATILITYLOGNORMAL) && fromQuotingConvention.equals(QuotingConvention.PRICE)) { return AnalyticFormulas.blackScholesOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value); } <extra_id_0> else { return convertFromTo(model, optionMaturity, optionStrike, convertFromTo(model, optionMaturity, optionStrike, value, fromQuotingConvention, QuotingConvention.PRICE), QuotingConvention.PRICE, toQuotingConvention); } } 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);