/src/main/java/net/finmath/equities/pricer/AnalyticOptionValuation.java
return volatility * Black76Model.optionGamma( 1.0, adjustedStrike / adjustedForward, ttm,
return dFdS2 * Black76Model.optionGamma ( 1.0, adjustedStrike / adjustedForward, ttm,
ttm, volatility, option.isCallOption(), discountFactor); case EqGamma: final var dFdS2 = Math.pow(forwardStructure.getGrowthDiscountFactor(valDate, expiryDate), 2); <extra_id_0> volatility, option.isCallOption(), discountFactor / adjustedForward); case EqVega: return Black76Model.optionVega( 1.0,