/src/main/java/net/finmath/fouriermethod/models/BatesModel.java
characteristicFunction = characteristicFunction.exp ( ) ;
.add(logDiscountFactorForDiscounting); if(numberOfFactors == 2) { characteristicFunction = characteristicFunction .add(a[1]) .add(b[1].multiply(volatility[1])); } <extra_id_0> return characteristicFunction; } }; } private double getLogDiscountFactorForForward(final double time) { return discountCurveForForwardRate == null ? -riskFreeRate * time : Math.log(discountCurveForForwardRate.getDiscountFactor(null, time));