/src/main/java/net/finmath/marketdata/model/volatilities/OptionSurfaceData.java
return discountCurve;
return equityForwardCurve;
maturities = mats; } public DiscountCurve getDiscountCurve() { return discountCurve; } public DiscountCurve getEquityForwardCurve() { <extra_id_0> } public String getName() { return underlying; } public LocalDate getReferenceDate() { return referenceDate;