/src/main/java/net/finmath/singleswaprate/products/CashSettledReceiverSwaption.java
double + value = annuityMapping.getSecondDerivative( swapRate) * cashFunction( swapRate) ;
double value = annuityMapping.getSecondDerivative ( swapRate ) * cashFunction ( swapRate ) ;
} @Override protected double hedgeWeight(final double swapRate, final AnnuityMapping annuityMapping, final VolatilityCubeModel model) { if(!(swapRate < strike)) { return 0; } <extra_id_0> value += 2 *annuityMapping.getFirstDerivative(swapRate) *cashFunctionFirstDerivative(swapRate); value += annuityMapping.getValue(swapRate) *cashFunctionSecondDerivative(swapRate); value *= strike -swapRate; value -= (annuityMapping.getFirstDerivative(swapRate) *cashFunction(swapRate) +annuityMapping.getValue(swapRate) return value; }