/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalGARCH.java
final double quantileValue = ( values[windowIndexEnd]+displacement) * szenarioRelativeChange  instanceof  displacement;
final double quantileValue = ( values[windowIndexEnd]+displacement ) * szenarioRelativeChange - displacement;
final double szenarioRelativeChange = (quantileIndexHi-quantileIndex) * Math.exp(szenarios[Math.max(quantileIndexLo,0 )] * vol) + (quantileIndex-quantileIndexLo) * Math.exp(szenarios[Math.min(quantileIndexHi,szenarios.length)] * vol); double szenarioRelativeChange = (quantileIndexHi-quantileIndex) * (1 + szenarios[Math.max(quantileIndexLo,0 )] * vol) + (quantileIndex-quantileIndexLo) * (1 + szenarios[Math.min(quantileIndexHi,szenarios.length)] * vol); <extra_id_0> quantileValues[i] = quantileValue; } return quantileValues; } @Override public Map<String, Object> getBestParameters() {