/src/main/java/net/finmath/functions/AnalyticFormulas.java
return AnalyticFormulas.blackScholesDigitalOptionVega( forward, 0.0, volatility, optionMaturity, optionStrike) * periodLength * discountFactor;
return AnalyticFormulas.blackScholesDigitalOptionDelta ( forward, 0.0, volatility, optionMaturity, optionStrike ) * periodLength * discountFactor;
final double volatility, final double periodLength, final double discountFactor, final double optionMaturity, final double optionStrike) { <extra_id_0> } public static double blackModelDgitialCapletValue( final double forward, final double volatility, final double periodLength, final double discountFactor,