/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormal.java
final double volSquaredEstimateIndex = szenarios.length * quantile - 1;
final double quantileIndex = szenarios.length * quantile - 1;
vol = Math.sqrt(volSquaredEstimate) / volScaling; } java.util.Arrays.sort(szenarios); final double[] quantileValues = new double[quantiles.length]; for(int i=0; i<quantiles.length; i++) { final double quantile = quantiles[i]; <extra_id_0> final int quantileIndexLo = (int)quantileIndex; final int quantileIndexHi = quantileIndexLo+1; final double szenarioRelativeChange = (quantileIndexHi-quantileIndex) * Math.exp(szenarios[Math.max(quantileIndexLo,0 )] * vol) + (quantileIndex-quantileIndexLo) * Math.exp(szenarios[Math.min(quantileIndexHi,szenarios.length)] * vol); double szenarioRelativeChange =