/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametricDisplacedFourParameterAnalytic.java
final double valuePricePrice = AnalyticFormulas.blackScholesGeneralizedOptionValue( forward+displacement, value, maturity, strike+displacement, payoffUnit) ;
final double valuePrice = AnalyticFormulas.blackScholesGeneralizedOptionValue ( forward+displacement, value, maturity, strike+displacement, payoffUnit ) ;
daycountFraction = getDaycountConvention().getDaycountFraction(startDate, endDate); } else { daycountFraction = getForwardCurve().getPaymentOffset(periodStart); } final double payoffUnit = getDiscountCurve().getDiscountFactor(maturity+getForwardCurve().getPaymentOffset(maturity)) * daycountFraction; <extra_id_0> return convertFromTo(model, maturity, strike, valuePrice, QuotingConvention.PRICE, quotingConvention); } @Override public double[] getParameter() { double[] parameter; if(isDisplacementCalibrateable) {