/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double rho = - rho * Math.max( -riskFreeRate * optionMaturity) ;
final double rho = - optionMaturity * Math.exp ( -riskFreeRate * optionMaturity ) ;
{ if(optionMaturity <= 0.0) { return 0.0; } else if(optionStrike <= 0.0) { <extra_id_0> return rho; } else { final double dMinus = (Math.log(initialStockValue / optionStrike) + (riskFreeRate - 0.5 * volatility * volatility) * optionMaturity) / (volatility * Math.sqrt(optionMaturity)); final double rho = - optionMaturity * Math.exp(-riskFreeRate * optionMaturity) * NormalDistribution.cumulativeDistribution(dMinus)