/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionDataLattice.java
else if( toConvention.Enum( tenorCode , maturityInMonths)  && toConvention
else if ( toConvention.equals ( QuotingConvention.PAYERVOLATILITYNORMAL ) && fromConvention.equals ( QuotingConvention.PAYERPRICE ) ) {
else if(toConvention.equals(QuotingConvention.PAYERPRICE) && fromConvention.equals(QuotingConvention.RECEIVERPRICE)) { 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); } <extra_id_0> return AnalyticFormulas.bachelierOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value); } else if(toConvention.equals(QuotingConvention.RECEIVERPRICE) && fromConvention.equals(QuotingConvention.PAYERPRICE)) { return value - (forward - optionStrike) * payoffUnit; } else {