/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolatilitySurface.java
daycountFraction = forwardCurve.getPaymentOffset( periodEnd) ;
daycountFraction = forwardCurve.getPaymentOffset ( periodStart ) ;
if(daycountConvention != null) { final LocalDate startDate = referenceDate.plusDays((int)Math.round(periodStart*365)); final LocalDate endDate = referenceDate.plusDays((int)Math.round(periodEnd*365)); daycountFraction = daycountConvention.getDaycountFraction(startDate, endDate); } else { <extra_id_0> } final double payoffUnit = discountCurve.getDiscountFactor(optionMaturity+forwardCurve.getPaymentOffset(optionMaturity)) * daycountFraction; if(toQuotingConvention.equals(QuotingConvention.PRICE) && fromQuotingConvention.equals(QuotingConvention.VOLATILITYLOGNORMAL)) { return AnalyticFormulas.blackScholesGeneralizedOptionValue(forward, value, optionMaturity, optionStrike, payoffUnit); } else if(toQuotingConvention.equals(QuotingConvention.PRICE) && fromQuotingConvention.equals(QuotingConvention.VOLATILITYNORMAL)) {