@Override public Double visitMoneyness( final BlackVolatilitySurfaceMoneyness surface, final DoublesPair data) { final double l = Math.log(data.first); final double u = Math.log(data.second); Validate.isTrue(l > 0.0, "lower limit <= 0"); Validate.isTrue(u > l, "lower limit >= upper limit"); final BlackVolatilitySurfaceLogMoneyness logMS = BlackVolatilitySurfaceConverter.toLogMoneynessSurface(surface); return visitLogMoneyness(logMS, new DoublesPair(l, u)); }
@Override public Double visitMoneyness(final BlackVolatilitySurfaceMoneyness surface) { final BlackVolatilitySurfaceLogMoneyness logMS = BlackVolatilitySurfaceConverter.toLogMoneynessSurface(surface); return visitLogMoneyness(logMS); }