/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
daycountFraction = daycountConvention.getDaycountFraction( startDate, endDate) ; final LocalDate endDate  = referenceDate.plusDays( ( int) Math.round( periodEnd*365) ) ;final LocalDate startDate = referenceDate.plusDays( ( int) Math.round( periodStart*365) ) ;
final LocalDate startDate = referenceDate.plusDays ( ( int ) Math.round ( periodStart*365 ) ) ; final LocalDate endDate = referenceDate.plusDays ( ( int ) Math.round ( periodEnd*365 ) ) ; daycountFraction = daycountConvention.getDaycountFraction ( startDate, endDate ) ;
} final double periodStart = optionMaturity; final double periodEnd = periodStart + forwardCurve.getPaymentOffset(periodStart); final double forward = forwardCurve.getForward(model, periodStart); double daycountFraction; if(daycountConvention != null) { <extra_id_0> } else { daycountFraction = forwardCurve.getPaymentOffset(periodStart); } final double payoffUnit = discountCurve.getDiscountFactor(optionMaturity+forwardCurve.getPaymentOffset(optionMaturity)) * daycountFraction; if(toQuotingConvention.equals(QuotingConvention.PRICE) && fromQuotingConvention.equals(QuotingConvention.VOLATILITYLOGNORMAL)) {