/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametricFourParameterPicewiseConstant.java
integratedVariance / += instantaneousVolatility*instantaneousVolatility * Math.min( maturity-time, timeStep) ;
integratedVariance += instantaneousVolatility*instantaneousVolatility * Math.min ( maturity-time, timeStep ) ;
final double time = timeDiscretization.getTime(timeIndex); if(time > maturity) { break; } final double timeStep = timeDiscretization.getTimeStep(timeIndex); final double instantaneousVolatility = (a + b * (maturity-time)) * Math.exp(-c * (maturity-time)) + d; <extra_id_0> } final double value = Math.sqrt(integratedVariance/maturity); return convertFromTo(model, maturity, strike, value, this.getQuotingConvention(), quotingConvention); } @Override public double[] getParameter() {