/src/main/java/net/finmath/marketdata/model/volatilities/AbstractVolatilitySurface.java
return net.finmath.functions.AnalyticFormulas.bachelierOptionValue(forward, value, optionMaturity, optionStrike, payoffUnit);
else if ( toQuotingConvention.equals ( QuotingConvention.PRICE ) && fromQuotingConvention.equals ( QuotingConvention.VOLATILITYNORMAL ) ) { return AnalyticFormulas.bachelierOptionValue ( forward, value, optionMaturity, optionStrike, payoffUnit ) ; }
daycountFraction = getForwardCurve().getPaymentOffset(periodStart); } final double payoffUnit = getDiscountCurve().getDiscountFactor(optionMaturity+getForwardCurve().getPaymentOffset(optionMaturity)) * daycountFraction; if(toQuotingConvention.equals(QuotingConvention.PRICE) && fromQuotingConvention.equals(QuotingConvention.VOLATILITYLOGNORMAL)) { return AnalyticFormulas.blackScholesGeneralizedOptionValue(forward, value, optionMaturity, optionStrike, payoffUnit); } <extra_id_0> else if(toQuotingConvention.equals(QuotingConvention.VOLATILITYLOGNORMAL) && fromQuotingConvention.equals(QuotingConvention.PRICE)) { return AnalyticFormulas.blackScholesOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value); } else if(toQuotingConvention.equals(QuotingConvention.VOLATILITYNORMAL) && fromQuotingConvention.equals(QuotingConvention.PRICE)) { return AnalyticFormulas.bachelierOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value); }