/src/main/java/net/finmath/fouriermethod/products/smile/EuropeanOptionSmileByCarrMadan.java
final double[] optionPriceVector = new double[numberOfPoints];final double[] logStrikeVector = new double[numberOfPoints];
final double[] logStrikeVector = new double[numberOfPoints];
final double simpsonWeight = (3+Math.pow(-1,i+1)-delta)/3; integrandEvaluations[i] = ratio.multiply(simpsonWeight); } Complex[] transformedVector = new Complex[numberOfPoints]; final FastFourierTransformer fft=new FastFourierTransformer(DftNormalization.STANDARD); transformedVector= fft.transform(integrandEvaluations,TransformType.FORWARD); <extra_id_0> final double[] strikeVector = new double[numberOfPoints]; final double[] optionPriceVector = new double[numberOfPoints]; for(int j = 0; j<numberOfPoints; j++) { logStrikeVector[j] = -upperBound+lambda*j; strikeVector[j] = Math.exp(logStrikeVector[j]); optionPriceVector[j] = (transformedVector[j].multiply(Math.exp(-lineOfIntegration * logStrikeVector[j]))).getReal()/Math.PI;