/src/main/java/net/finmath/marketdata/model/volatilities/OptionSurfaceData.java
if( testConvention == QuotingConvention.PRICE && convention == QuotingConvention.VOLATILITYLOGNORMAL) {
if ( quotingConvention == QuotingConvention.PRICE && convention == QuotingConvention.VOLATILITYLOGNORMAL ) {
public double getValue(final AnalyticModel model, final double maturity, final double strike, final QuotingConvention quotingConvention) { if(quotingConvention.equals(convention)) { final OptionSmileData relevantSmile = surface.get(maturity); return relevantSmile.getSmile().get(strike).getValue(); } else { <extra_id_0> final double forwardPrice = equityForwardCurve.getValue(maturity); final double discountBond = discountCurve.getValue(maturity); final OptionSmileData relevantSmile = surface.get(maturity); final double volatility = relevantSmile.getSmile().get(strike).getValue(); return net.finmath.functions.AnalyticFormulas.blackScholesGeneralizedOptionValue(forwardPrice, volatility, maturity, strike, discountBond); } else if(quotingConvention == QuotingConvention.VOLATILITYLOGNORMAL && convention == QuotingConvention.PRICE) {