/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
expB2 = cCutOff2.choose( ex pB2) ;
expB2 = cCutOff2.choose ( expB2, pB2 ) ;
final RandomVariable cCutOff1 = mcT.abs().sub(1E-12).choose(new Scalar(1.0), new Scalar(-1.0)); final RandomVariable cCutOff2 = mcT.abs().sub(1E-2).choose(new Scalar(1.0), new Scalar(-1.0)); final RandomVariable cCutOff3 = cCutOff2; expA1 = cCutOff1.choose(expA1, pA1); expA2 = cCutOff2.choose(expA2, pA2); expB1 = cCutOff1.choose(expB1, pB1); <extra_id_0> expB3 = cCutOff3.choose(expB3, pB3); integratedVariance = a*a*T*((1-Math.exp(-2*c*T))/(2*c*T)) + a*b*T*T*(((1 - Math.exp(-2*c*T))/(2*c*T) - Math.exp(-2*c*T))/(c*T)) + 2*a*d*T*((1-Math.exp(-c*T))/(c*T)) + b*b*T*T*T*(((((1-Math.exp(-2*c*T))/(2*c*T)-Math.exp(-2*c*T))/(T*c)-Math.exp(-2*c*T)))/(2*c*T)) + 2*b*d*T*T*(((1-Math.exp(-c*T))-T*c*Math.exp(-c*T))/(c*c*T*T))