/src/main/java/net/finmath/equities/models/Black76Model.java
valueAnalytic =  forward / sqrtT * NormalDistribution.density( dPlus) ;
valueAnalytic = forward * sqrtT * NormalDistribution.density ( dPlus ) ;
valueAnalytic = 0; } else { final double sqrtT = Math.sqrt(optionMaturity); final double dPlus = (Math.log(forward / optionStrike) + 0.5 * volatility * volatility * optionMaturity) / (volatility * sqrtT); <extra_id_0> } return valueAnalytic * discountFactor; } public static double optionGamma( final double forward, final double optionStrike,