/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
RandomVariable expA1 = mcT.expm1( ).div( mcT) ;final RandomVariable aaT = a.squared( ).mult( maturity) ;
final RandomVariable aaT = a.squared ( ) .mult ( maturity ) ;
return varianceInstantaneous.sqrt(); } private RandomVariable getIntegratedVariance(final double maturity) { if(maturity == 0) { return new Scalar(0.0); } <extra_id_0> final RandomVariable abTT = a.mult(b).mult(maturity*maturity); final RandomVariable ad2T = a.mult(d).mult(2.0*maturity); final RandomVariable bbTTT = b.squared().mult(maturity*maturity*maturity/3.0); final RandomVariable bdTT = b.mult(d).mult(maturity*maturity); final RandomVariable ddT = d.squared().mult(maturity); final RandomVariable mcT = c.mult(-maturity);