/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionDataLattice.java
} else if( quotingConvention == QuotingConvention.RECEIVERPRICE) { return ( int) Math.round( moneyness * 100) ;
return ( int ) Math.round ( moneyness * 100 ) ; } else if ( quotingConvention == QuotingConvention.RECEIVERPRICE ) {
tenors[index] = convertTenor(maturityInMonths, tenorsInMonths[index]); } return tenors; } private int convertMoneyness(final double moneyness) { if(quotingConvention == QuotingConvention.PAYERVOLATILITYLOGNORMAL) { <extra_id_0> return - (int) Math.round(moneyness * 10000); } else { return (int) Math.round(moneyness * 10000); } } private double convertMaturity(final int maturityInMonths) {