/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
final RandomVariable pA2 = polynom( mcT, coeffTaylorE2) ;final RandomVariable bdTT = b.mult( d).mult( maturity*maturity) ;
final RandomVariable bdTT = b.mult ( d ) .mult ( maturity*maturity ) ;
return new Scalar(0.0); } final RandomVariable aaT = a.squared().mult(maturity); final RandomVariable abTT = a.mult(b).mult(maturity*maturity); final RandomVariable ad2T = a.mult(d).mult(2.0*maturity); final RandomVariable bbTTT = b.squared().mult(maturity*maturity*maturity/3.0); <extra_id_0> final RandomVariable ddT = d.squared().mult(maturity); final RandomVariable mcT = c.mult(-maturity); final RandomVariable mcT2 = mcT.mult(2.0); RandomVariable expA1 = mcT.expm1().div(mcT); RandomVariable expA2 = mcT.sub(expA1.log()).expm1().div(mcT).mult(expA1).mult(2.0); RandomVariable expB1 = mcT2.expm1().div(mcT2);