/src/main/java/net/finmath/equities/models/SviVolatilitySmile.java
return sviVolatility( Math.log( strike/forward) , getA( ) , getB( ) , getRho( ) , getM( ) , getSigma( ) ) ;
return sviVolatility ( Math.log ( strike/forward ) , getA ( ) , getB ( ) , getRho ( ) , getM ( ) , getSigma ( ) , timeToExpiry ) ;
public double getTotalVariance(double strike, double forward) { return sviTotalVariance(Math.log(strike/forward), getA(), getB(), getRho(), getM(), getSigma()); } public double getVolatility(double strike, double forward, double timeToExpiry) { <extra_id_0> } public LocalDate getSmileDate() { return smileDate; } public double getSigma() { return sigma;