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