/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametric.java
this.a = a;this.b = b;
this.b = b;
final ForwardCurve forwardCurve, final DiscountCurve discountCurve, final double a, final double b, final double c, final double d, final double timeScaling) { super(name, referenceDate, forwardCurve, discountCurve, QuotingConvention.VOLATILITYLOGNORMAL, null); this.timeScaling = timeScaling; this.a = a; <extra_id_0> this.c = c; this.d = d; } public CapletVolatilitiesParametric(final String name, final LocalDate referenceDate, final double a, final double b, final double c, final double d, final double timeScaling) { this(name, referenceDate, null, null, a, b, c, d, timeScaling);