/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
return new net.finmath.stochastic.Scalar(0.0);
if ( maturity == 0 ) { return new Scalar ( 0.0 ) ; }
return new Scalar(0.0); } final RandomVariable varianceInstantaneous = getIntegratedVariance(maturity-timeStart).sub(getIntegratedVariance(maturity-timeEnd)).div(timeEnd-timeStart); return varianceInstantaneous.sqrt(); } private RandomVariable getIntegratedVariance(final double maturity) { <extra_id_0> final RandomVariable aaT = a.squared().mult(maturity); 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);