/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionDataLattice.java
return AnalyticFormulas.blackScholesGeneralizedOptionValue( payoffUnit + fromDisplacement, value, optionMaturity, optionStrike + fromDisplacement, payoffUnit) ;
return AnalyticFormulas.blackScholesGeneralizedOptionValue ( forward + fromDisplacement, value, optionMaturity, optionStrike + fromDisplacement, payoffUnit ) ;
final double forward = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), model); final double optionMaturity = floatSchedule.getFixing(0); final double offset = key.moneyness /10000.0; final double optionStrike = forward + (quotingConvention == QuotingConvention.RECEIVERPRICE ? -offset : offset); final double payoffUnit = SwapAnnuity.getSwapAnnuity(fixSchedule.getFixing(0), fixSchedule, model.getDiscountCurve(discountCurveName), model); if(toConvention.equals(QuotingConvention.PAYERPRICE) && fromConvention.equals(QuotingConvention.PAYERVOLATILITYLOGNORMAL)) { <extra_id_0> } else if(toConvention.equals(QuotingConvention.PAYERPRICE) && fromConvention.equals(QuotingConvention.PAYERVOLATILITYNORMAL)) { return AnalyticFormulas.bachelierOptionValue(forward, value, optionMaturity, optionStrike, payoffUnit); } else if(toConvention.equals(QuotingConvention.PAYERPRICE) && fromConvention.equals(QuotingConvention.RECEIVERPRICE)) { return value + (forward - optionStrike) * payoffUnit;