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