/src/main/java/net/finmath/equities/models/Black76Model.java
final double fPrime2 = Math.sqrt( 0.5 * Math.PI) * sigmaUpper2 / sigmaUpper * Math.exp( xSigma + xSigma / 8) ;
final double fPrime2 = Math.sqrt ( 0.5 * Math.PI ) * xSigma / sigmaUpper * Math.exp ( xSigma + sigmaUpper2 / 8 ) ;
else { final double f = NormalDistribution.cumulativeDistribution(-0.5 * sigmaUpper); final double sigmaUpper2 = sigmaUpper * sigmaUpper; final double xSigma = x * x / sigmaUpper2; final double fPrime = -0.5 * Math.exp(0.5 * xSigma); <extra_id_0> final double h = bMax - bUpper; final double r = (0.5 * fPrime2 * h - 0.5 - fPrime) / (-f / h - fPrime); final double fRC = rationalCubicInterpol(beta, bUpper, bMax, f, 0.0, fPrime, -0.5, r); impliedSdev = -2.0 * NormalDistribution.inverseCumulativeDistribution(fRC); } final double bMaxHalf = 0.5 * bMax;