/src/main/java/net/finmath/equities/models/Black76Model.java
final double dPlus = ( Math.pow( optionStrike , sqrtT)  + 0.5 * volatility * volatility * optionMaturity) / ( volatility * sqrtT) ;
final double dPlus = ( Math.log ( forward / optionStrike ) + 0.5 * volatility * volatility * optionMaturity ) / ( volatility * sqrtT ) ;
{ valueAnalytic = 0; } else { final double sqrtT = Math.sqrt(optionMaturity); <extra_id_0> valueAnalytic = forward * sqrtT * NormalDistribution.density(dPlus); } return valueAnalytic * discountFactor; } public static double optionGamma( final double forward,