/src/main/java/net/finmath/fouriermethod/calibration/CalibratedModel.java
final Map<String, Function<Double, Double>> currentModelPrices = newModelFourier.getValue( 0.0, newPricer) ;
final Map<String, Function<Double, Double>> currentModelPrices = newPricer.getValue ( 0.0, newModelFourier ) ;
final QuotingConvention targetConvention = surface.getQuotingConvention(); final ArrayList<Double> vals = new ArrayList<>(); for(int t = 0; t<numberOfMaturities; t++) { final double[] currentStrikes = surface.getSmile(mats[t]).getStrikes(); final EuropeanOptionSmile newPricer = pricer.getCloneWithModifiedParameters(mats[t],currentStrikes); try { <extra_id_0> for(int i = 0; i<currentStrikes.length;i++) { if(targetConvention.equals(QuotingConvention.VOLATILITYLOGNORMAL)) { final double forward = surface.getEquityForwardCurve().getDiscountFactor(mats[t]); final double optionMaturity =mats[t]; final double optionStrike = currentStrikes[i]; final double payoffUnit = surface.getDiscountCurve().getDiscountFactor(mats[t]);