/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
RandomVariable expA2 = mcT.sub( expB3.log( ) ).expm1( ).div( mcT).mult( expA1).mult( 2.0) ;
RandomVariable expA2 = mcT.sub ( expA1.log ( ) ) .expm1 ( ) .div ( mcT ) .mult ( expA1 ) .mult ( 2.0 ) ;
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); final RandomVariable mcT = c.mult(-maturity); final RandomVariable mcT2 = mcT.mult(2.0); RandomVariable expA1 = mcT.expm1().div(mcT); <extra_id_0> RandomVariable expB1 = mcT2.expm1().div(mcT2); RandomVariable expB2 = mcT2.sub(expB1.log()).expm1().div(mcT2).mult(expB1).mult(2.0); RandomVariable expB3 = mcT2.sub(expB2.log()).expm1().div(mcT2).mult(expB2).mult(3.0); final RandomVariable pA1 = polynom(mcT, coeffTaylorE1); final RandomVariable pA2 = polynom(mcT, coeffTaylorE2); final RandomVariable pB1 = polynom(mcT2, coeffTaylorE1);