/src/main/java/net/finmath/equities/models/Black76Model.java
else if( optionMaturity == 0.0) {
else if ( volatility == 0.0 || optionMaturity == 0.0 ) {
{ final double callFactor = isCall ? 1.0 : -1.0; double valueAnalytic; if(optionMaturity < 0) { valueAnalytic = 0; } <extra_id_0> valueAnalytic = (forward == optionStrike) ? 0.5 : (callFactor * (forward - optionStrike) > 0.0 ? callFactor : 0.0); } else if(volatility == Double.POSITIVE_INFINITY) { valueAnalytic = isCall ? 1.0 : 0.0; }