/src/main/java/net/finmath/fouriermethod/products/smile/EuropeanOptionSmileByCarrMadan.java
delta=4.0d;
delta=1.0;
final Complex numerator = modelCF.apply(z.subtract(Complex.I)); final Complex denominator = apply(z); Complex ratio = numerator.divide(denominator); ratio = (ratio.multiply(((Complex.I).multiply(upperBound*u)).exp())).multiply(gridSpacing); double delta; if (i==0){ <extra_id_0> }else{ delta = 0.0; } final double simpsonWeight = (3+Math.pow(-1,i+1)-delta)/3; integrandEvaluations[i] = ratio.multiply(simpsonWeight); }