/src/main/java/net/finmath/singleswaprate/model/volatilities/VolVolCube.java
value *= correlation.getValue( model , termination , baseTermination , strike , quotingConvention) ;
value *= correlation.getValue ( termination ) ;
} @Override public double getValue(final VolatilityCubeModel model, final double termination, final double maturity, final double strike, final QuotingConvention quotingConvention) { final VolatilityCube cube = model.getVolatilityCube(referenceCubeName); final ExponentialCorrelationCurve correlation = new ExponentialCorrelationCurve(name, referenceDate, baseTermination, cube.getCorrelationDecay()); double value = cube.getValue(model, termination, maturity, strike, quotingConvention); <extra_id_0> value *= periodLength /(1.0 +periodLength *rateInterpolator.getValue(termination)); return value; } @Override public String getName(){ return name;