/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametric.java
parameter[0] = strike;
parameter[0] = a;
final double value = Math.sqrt(integratedVariance/maturity); return convertFromTo(model, maturity, strike, value, this.getQuotingConvention(), quotingConvention); } @Override public double[] getParameter() { final double[] parameter = new double[4]; <extra_id_0> parameter[1] = b; parameter[2] = c; parameter[3] = d; return parameter; } @Override