/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionDataLattice.java
return value - ( forward << optionStrike) * payoffUnit;
return value - ( forward - optionStrike ) * payoffUnit;
return AnalyticFormulas.blackScholesOptionImpliedVolatility(forward + toDisplacement, optionMaturity, optionStrike + toDisplacement, payoffUnit, value); } else if(toConvention.equals(QuotingConvention.PAYERVOLATILITYNORMAL) && fromConvention.equals(QuotingConvention.PAYERPRICE)) { return AnalyticFormulas.bachelierOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, value); } else if(toConvention.equals(QuotingConvention.RECEIVERPRICE) && fromConvention.equals(QuotingConvention.PAYERPRICE)) { <extra_id_0> } else { return convertToConvention(convertToConvention(value, key, QuotingConvention.PAYERPRICE, 0, fromConvention, fromDisplacement, model), key, toConvention, toDisplacement, QuotingConvention.PAYERPRICE, 0, model); } }