/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionDataLattice.java
return ( int) Math.round( moneyness * 10000) ; } else {return - ( int) Math.round( moneyness * 10000) ;
return - ( int ) Math.round ( moneyness * 10000 ) ; } else { return ( int ) Math.round ( moneyness * 10000 ) ;
return tenors; } private int convertMoneyness(final double moneyness) { if(quotingConvention == QuotingConvention.PAYERVOLATILITYLOGNORMAL) { return (int) Math.round(moneyness * 100); } else if(quotingConvention == QuotingConvention.RECEIVERPRICE) { <extra_id_0> } } private double convertMaturity(final int maturityInMonths) { final Schedule schedule = fixMetaSchedule.generateSchedule(referenceDate, maturityInMonths, 12); return schedule.getFixing(0); }