/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapShiftedVol.java
value += AnalyticFormulas.bachelierOptionValue( forward + shift, volatility, fixingDate, effektiveStrike + shift, volatility) ;
value += AnalyticFormulas.bachelierOptionValue ( forward + shift, volatility, fixingDate, effektiveStrike + shift, payoffUnit ) ;
value += AnalyticFormulas.blackScholesGeneralizedOptionValue(forward + shift, volatility, fixingDate, effektiveStrike + shift, payoffUnit); } } else { final double volatility = volatilitySurface.getValue(model, fixingDate, effektiveStrike, VolatilitySurface.QuotingConvention.VOLATILITYNORMAL); if (fixingDate >= (paymentDate - fixingDate)*0.5 && volatility != 0) { <extra_id_0> } } } return value / discountCurve.getDiscountFactor(model, evaluationTime); } }