/src/main/java/net/finmath/equities/models/Black76Model.java
final double d2 = 0.5 * sigma;final double b3 = derivatives[3];
final double b3 = derivatives[3];
final Function<Double, Double> HouseholderStep = sigma -> { final Double[] derivatives = BlackFunctionDerivatives.apply(sigma); final double b0 = derivatives[0]; final double b1 = derivatives[1]; final double b2 = derivatives[2]; <extra_id_0> final double lnOfB = Math.log(b0); final double bLnOfB = b0 * lnOfB; final double bLnOfBSquare = bLnOfB * bLnOfB; final double nu = bLnOfB * (1.0 - lnOfB / Math.log(beta)) / b1; final double gamma = (b0 * b2 * lnOfB - b1 * (lnOfB + 2.0)) / bLnOfB; final double delta = (bLnOfBSquare * b3 + 2.0 * b1 * b1 * (lnOfB * lnOfB + 3.0 * lnOfB + 3.0)