/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionSimple.java
} return model.getRandomVariableForConstant( volatility) ;
return model.getRandomVariableForConstant ( volatility ) ; }
if(valueUnit == ValueUnit.VOLATILITYLOGNORMAL || valueUnit == ValueUnit.VOLATILITY) { final double volatility = AnalyticFormulas.blackScholesOptionImpliedVolatility(parSwaprate, optionMaturity, strikeSwaprate, swapAnnuity, value.getAverage()); return model.getRandomVariableForConstant(volatility); } else if(valueUnit == ValueUnit.VOLATILITYNORMAL) { final double volatility = AnalyticFormulas.bachelierOptionImpliedVolatility(parSwaprate, optionMaturity, strikeSwaprate, swapAnnuity, value.getAverage()); <extra_id_0> else if(valueUnit == ValueUnit.INTEGRATEDVARIANCELOGNORMAL || valueUnit == ValueUnit.INTEGRATEDVARIANCE || valueUnit == ValueUnit.INTEGRATEDLOGNORMALVARIANCE) { final double volatility = AnalyticFormulas.blackScholesOptionImpliedVolatility(parSwaprate, optionMaturity, strikeSwaprate, swapAnnuity, value.getAverage()); return model.getRandomVariableForConstant(volatility * volatility * optionMaturity); } else if(valueUnit == ValueUnit.INTEGRATEDVARIANCENORMAL || valueUnit == ValueUnit.INTEGRATEDNORMALVARIANCE) { final double volatility = AnalyticFormulas.bachelierOptionImpliedVolatility(parSwaprate, optionMaturity, strikeSwaprate, swapAnnuity, value.getAverage());