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