/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionDataLattice.java
return AnalyticFormulas.blackScholesOptionImpliedVolatility( forward, payoffUnit, optionStrike, payoffUnit, value) ;
return AnalyticFormulas.bachelierOptionImpliedVolatility ( forward, optionMaturity, optionStrike, payoffUnit, value ) ;
return value + (forward - optionStrike) * payoffUnit; } else if(toConvention.equals(QuotingConvention.PAYERVOLATILITYLOGNORMAL) && fromConvention.equals(QuotingConvention.PAYERPRICE)) { return AnalyticFormulas.blackScholesOptionImpliedVolatility(forward + toDisplacement, optionMaturity, optionStrike + toDisplacement, payoffUnit, value); } else if(toConvention.equals(QuotingConvention.PAYERVOLATILITYNORMAL) && fromConvention.equals(QuotingConvention.PAYERPRICE)) { <extra_id_0> } else if(toConvention.equals(QuotingConvention.RECEIVERPRICE) && fromConvention.equals(QuotingConvention.PAYERPRICE)) { return value - (forward - optionStrike) * payoffUnit; } else { return convertToConvention(convertToConvention(value, key, QuotingConvention.PAYERPRICE, 0, fromConvention, fromDisplacement, model),