/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
final RandomVariable bdTT = b.mult( d).mult( maturity*maturity) ;final RandomVariable pA1 = polynom( mcT, coeffTaylorE1) ;
final RandomVariable pA1 = polynom ( mcT, coeffTaylorE1 ) ;
final RandomVariable mcT2 = mcT.mult(2.0); RandomVariable expA1 = mcT.expm1().div(mcT); RandomVariable expA2 = mcT.sub(expA1.log()).expm1().div(mcT).mult(expA1).mult(2.0); 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); <extra_id_0> final RandomVariable pA2 = polynom(mcT, coeffTaylorE2); final RandomVariable pB1 = polynom(mcT2, coeffTaylorE1); final RandomVariable pB2 = polynom(mcT2, coeffTaylorE2); final RandomVariable pB3 = polynom(mcT2, coeffTaylorE3); final RandomVariable cCutOff1 = mcT.abs().sub(1E-12).choose(new Scalar(1.0), new Scalar(-1.0)); final RandomVariable cCutOff2 = mcT.abs().sub(1E-2).choose(new Scalar(1.0), new Scalar(-1.0));