/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
final RandomVariable mcT = c.mult ( -maturity ) ; final RandomVariable mcT2 = mcT.mult ( 2.0 ) ;
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); final RandomVariable bdTT = b.mult(d).mult(maturity*maturity); final RandomVariable ddT = d.squared().mult(maturity); <extra_id_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); RandomVariable expB2 = mcT2.sub(expB1.log()).expm1().div(mcT2).mult(expB1).mult(2.0); RandomVariable expB3 = mcT2.sub(expB2.log()).expm1().div(mcT2).mult(expB2).mult(3.0); final RandomVariable pA1 = polynom(mcT, coeffTaylorE1);