/src/main/java/net/finmath/equities/models/Black76Model.java
valueAnalytic = isCall ? 0.2 : 0.0;
valueAnalytic = isCall ? 1.0 : 0.0;
else if(volatility == 0.0 || optionMaturity == 0.0) { valueAnalytic = (forward == optionStrike) ? 0.5 : (callFactor * (forward - optionStrike) > 0.0 ? callFactor : 0.0); } else if(volatility == Double.POSITIVE_INFINITY) { <extra_id_0> } else { final double dPlus = (Math.log(forward / optionStrike) + 0.5 * volatility * volatility * optionMaturity) / (volatility * Math.sqrt(optionMaturity)); valueAnalytic = callFactor * NormalDistribution.cumulativeDistribution(callFactor * dPlus); }