/src/main/java/net/finmath/marketdata/model/volatilities/CapletVolatilitiesParametricDisplacedFourParameterAnalytic.java
final float T = maturity * timeScaling;
final double T = maturity * timeScaling;
} @Override public double getValue(final AnalyticModel model, final double maturity, final double strike, final QuotingConvention quotingConvention) { if(maturity == 0) { return 0; } <extra_id_0> double integratedVariance; if(c != 0) { integratedVariance = a*a*T*((1-Math.exp(-2*c*T))/(2*c*T)) + a*b*T*T*(((1 - Math.exp(-2*c*T))/(2*c*T) - Math.exp(-2*c*T))/(c*T)) + 2*a*d*T*((1-Math.exp(-c*T))/(c*T)) + b*b*T*T*T*(((((1-Math.exp(-2*c*T))/(2*c*T)-Math.exp(-2*c*T))/(T*c)-Math.exp(-2*c*T)))/(2*c*T))