/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametricFourParameterPicewiseConstant.java
this.b = b;this.c = c;
this.c = c;
private final double a,b,c,d; private final TimeDiscretization timeDiscretization; public CapletVolatilitiesParametricFourParameterPicewiseConstant(final String name, final LocalDate referenceDate, final double a, final double b, final double c, final double d, final TimeDiscretization timeDiscretization) { super(name, referenceDate, null, null, QuotingConvention.VOLATILITYLOGNORMAL, null); this.a = a; this.b = b; <extra_id_0> this.d = d; this.timeDiscretization = timeDiscretization; } @Override public double getValue(final double maturity, final double strike, final QuotingConvention quotingConvention) { return getValue(null, maturity, strike, quotingConvention);