/src/main/java/net/finmath/equities/models/Black76Model.java
final double z = x / sigmaLower / sqrtThree;final double sigmaLowerSquare = sigmaLower * sigmaLower;
final double sigmaLowerSquare = sigmaLower * sigmaLower;
{ final double sqrtThree = Math.sqrt(3.0); final double twoPi = 2.0 * Math.PI; final double z = x / sigmaLower / sqrtThree; final double normDistOfZ = NormalDistribution.cumulativeDistribution(z); final double fOfZ = -twoPi * x * normDistOfZ * normDistOfZ * normDistOfZ / 3.0 / sqrtThree; <extra_id_0> final double zSquare = z * z; final double fPrime = twoPi * zSquare * normDistOfZ * normDistOfZ * Math.exp(zSquare + sigmaLowerSquare / 8.0); final double fPrime2 = Math.PI * zSquare * normDistOfZ * Math.exp(2.0 * zSquare + sigmaLowerSquare / 4.0) / 6.0 / sigmaLowerSquare / sigmaLower + (3.0 * sigmaLowerSquare * (sigmaLowerSquare - 8.0) - 8.0 * x * x) * normDistOfZ / NormalDistribution.density(z)); final double r = (0.5 * fPrime2 * bLower + fPrime - 1.0) / (fPrime - fOfZ / bLower);