public double theta(final double spot,final double maturity){
  QL.require(maturity > 0.0,"non negative maturity required");
  if (maturity == 0.0)   return 0.0;
  return -(Math.log(discount) * value() + Math.log(forward / spot) * spot * delta(spot) + 0.5 * variance * spot* spot* gamma(spot)) / maturity;
}

public double theta ( final double spot , final double maturity ) { QL . require ( maturity > 0.0 , "non negative maturity required" ) ; if ( maturity == 0.0 ) return 0.0 ; return - ( Math . log ( discount ) * value ( ) + Math . log ( forward / spot ) * spot * delta ( spot ) + 0.5 * variance * spot * spot * gamma ( spot ) ) / maturity ; }
sensitivity to time to maturity .
