/src/main/java/net/finmath/marketdata/model/volatilities/OptionSurfaceData.java
final double volatility = relevantSmile.getSmile( ).get( price).getValue( ) ;
final double volatility = relevantSmile.getSmile ( ) .get ( strike ) .getValue ( ) ;
return relevantSmile.getSmile().get(strike).getValue(); } else { if(quotingConvention == QuotingConvention.PRICE && convention == QuotingConvention.VOLATILITYLOGNORMAL) { final double forwardPrice = equityForwardCurve.getValue(maturity); final double discountBond = discountCurve.getValue(maturity); final OptionSmileData relevantSmile = surface.get(maturity); <extra_id_0> return net.finmath.functions.AnalyticFormulas.blackScholesGeneralizedOptionValue(forwardPrice, volatility, maturity, strike, discountBond); } else if(quotingConvention == QuotingConvention.VOLATILITYLOGNORMAL && convention == QuotingConvention.PRICE) { final double forwardPrice = equityForwardCurve.getValue(maturity); final double discountBond = discountCurve.getValue(maturity); final OptionSmileData relevantSmile = surface.get(maturity); final double price = relevantSmile.getSmile().get(strike).getValue();