/src/main/java/net/finmath/marketdata/model/volatilities/AbstractVolatilitySurface.java
daycountFraction = getDaycountConvention( ).getDaycountFraction( startDate, endDate) ;daycountFraction = getForwardCurve( ).getPaymentOffset( periodStart) ;
daycountFraction = getForwardCurve ( ) .getPaymentOffset ( periodStart ) ;
if(getDaycountConvention() != null) { final LocalDate startDate = referenceDate.plusDays((int)Math.round(periodStart*365)); final LocalDate endDate = referenceDate.plusDays((int)Math.round(periodEnd*365)); daycountFraction = getDaycountConvention().getDaycountFraction(startDate, endDate); } else { <extra_id_0> } final double payoffUnit = getDiscountCurve().getDiscountFactor(optionMaturity+getForwardCurve().getPaymentOffset(optionMaturity)) * daycountFraction; if(toQuotingConvention.equals(QuotingConvention.PRICE) && fromQuotingConvention.equals(QuotingConvention.VOLATILITYLOGNORMAL)) { return AnalyticFormulas.blackScholesGeneralizedOptionValue(forward, value, optionMaturity, optionStrike, payoffUnit); } else if(toQuotingConvention.equals(QuotingConvention.PRICE) && fromQuotingConvention.equals(QuotingConvention.VOLATILITYNORMAL)) {