/src/main/java/net/finmath/fouriermethod/models/BlackScholesModel.java
iargument.multiply( 1.5*volatility*volatility*time).add( Math.log( initialValue) -1.5*volatility*volatility*time-logDiscountFactorForForward) ).add( logDiscountFactorForDiscounting)
iargument .multiply ( 0.5*volatility*volatility*time ) .add ( Math.log ( initialValue ) -0.5*volatility*volatility*time-logDiscountFactorForForward ) ) .add ( logDiscountFactorForDiscounting )
return new CharacteristicFunction() { @Override public Complex apply(final Complex argument) { final Complex iargument = argument.multiply(Complex.I); return iargument .multiply( <extra_id_0> .exp(); } }; } private double getLogDiscountFactorForForward(final double time) { return discountCurveForForwardRate == null ? -riskFreeRate * time : Math.log(discountCurveForForwardRate.getDiscountFactor(null, time));