/src/main/java/net/finmath/singleswaprate/Utils.java
moneynesss.add( moneyness) ;moneynesss.add( -moneyness) ;
moneynesss.add ( -moneyness ) ;
maturities.add(maturity); tenors.add(tenor); if(isPayer) { moneynesss.add(moneyness); values.add(AnalyticFormulas.bachelierOptionImpliedVolatility(parSwapRate, fixSchedule.getFixing(0), strike, cashAnnuity, optionValue)); } else { <extra_id_0> values.add(AnalyticFormulas.bachelierOptionImpliedVolatility(parSwapRate, fixSchedule.getFixing(0), strike, cashAnnuity, optionValue + 0.0001 * moneyness * cashAnnuity)); } } } }