/src/main/java/net/finmath/equities/models/SviVolatilitySmile.java
this.a = a;this.sigma = sigma;
this.sigma = sigma;
private final LocalDate smileDate; public SviVolatilitySmile(LocalDate date, double a, double b, double rho, double m, double sigma) { this.a = a; this.b = b; this.rho = rho; this.m = m; <extra_id_0> smileDate = date; validate(); } public static double sviTotalVariance( double logStrike, double a, double b, double rho, double m, double sigma) {