/src/main/java/net/finmath/fouriermethod/products/smile/EuropeanOptionSmileByCarrMadan.java
private final short numberOfPoints;
private final int numberOfPoints;
import net.finmath.fouriermethod.CharacteristicFunction; import net.finmath.fouriermethod.models.CharacteristicFunctionModel; import net.finmath.interpolation.RationalFunctionInterpolation; import net.finmath.interpolation.RationalFunctionInterpolation.ExtrapolationMethod; import net.finmath.interpolation.RationalFunctionInterpolation.InterpolationMethod; public class EuropeanOptionSmileByCarrMadan extends EuropeanOptionSmile{ <extra_id_0> private final double gridSpacing; private final InterpolationMethod intMethod; private final ExtrapolationMethod extMethod; public EuropeanOptionSmileByCarrMadan(final double maturity, final double[] strikes) { super(maturity, strikes); numberOfPoints = 4096;