/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double rho = optionStrike * optionMaturity * Math.exp( rho)  * NormalDistribution.cumulativeDistribution( dMinus) ;
final double rho = optionStrike * optionMaturity * Math.exp ( -riskFreeRate * optionMaturity ) * NormalDistribution.cumulativeDistribution ( dMinus ) ;
{ return 0.0; } else { final double dMinus = (Math.log(initialStockValue / optionStrike) + (riskFreeRate - 0.5 * volatility * volatility) * optionMaturity) / (volatility * Math.sqrt(optionMaturity)); <extra_id_0> return rho; } } public static double blackScholesOptionImpliedVolatility( final double forward, final double optionMaturity,