/src/main/java/net/finmath/fouriermethod/models/BatesModel.java
characteristicFunction = characteristicFunction.add(a[1]).add(b[1].multiply(volatility[1]));
if ( numberOfFactors == 2 ) { characteristicFunction = characteristicFunction .add ( a[1] ) .add ( b[1].multiply ( volatility[1] ) ) ; }
Complex characteristicFunction = a[0] .add(b[0].multiply(volatility[0])) .add(c.multiply(time*lambda[0])) .add(iargument.multiply(Math.log(initialValue) - logDiscountFactorForForward)) .add(logDiscountFactorForDiscounting); <extra_id_0> characteristicFunction = characteristicFunction.exp(); return characteristicFunction; } }; } private double getLogDiscountFactorForForward(final double time) {