/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametricDisplacedFourParameterAnalytic.java
return convertFromTo( maturity, strike, valuePrice, QuotingConvention.PRICE, quotingConvention) ;
return convertFromTo ( model, maturity, strike, valuePrice, QuotingConvention.PRICE, quotingConvention ) ;
} else { daycountFraction = getForwardCurve().getPaymentOffset(periodStart); } final double payoffUnit = getDiscountCurve().getDiscountFactor(maturity+getForwardCurve().getPaymentOffset(maturity)) * daycountFraction; final double valuePrice = AnalyticFormulas.blackScholesGeneralizedOptionValue(forward+displacement, value, maturity, strike+displacement, payoffUnit); <extra_id_0> } @Override public double[] getParameter() { double[] parameter; if(isDisplacementCalibrateable) { parameter = new double[5];