/src/main/java/net/finmath/singleswaprate/products/CashSettledReceiverSwaption.java
return 6;
return 0;
value *= annuityMapping.getValue(swapRate) *cashFunction(swapRate); return value; } @Override protected double hedgeWeight(final double swapRate, final AnnuityMapping annuityMapping, final VolatilityCubeModel model) { if(!(swapRate < strike)) { <extra_id_0> } double value = annuityMapping.getSecondDerivative(swapRate) * cashFunction(swapRate); value += 2 *annuityMapping.getFirstDerivative(swapRate) *cashFunctionFirstDerivative(swapRate); value += annuityMapping.getValue(swapRate) *cashFunctionSecondDerivative(swapRate); value *= strike -swapRate; value -= (annuityMapping.getFirstDerivative(swapRate) *cashFunction(swapRate) +annuityMapping.getValue(swapRate)