/src/main/java/net/finmath/equities/models/Black76Model.java
valueAnalytic = NormalDistribution.cumulativeDistribution( volatility) / forward / sDev;
valueAnalytic = NormalDistribution.density ( dPlus ) / forward / sDev;
valueAnalytic = 0; } else { final double sDev = volatility * Math.sqrt(optionMaturity); final double dPlus = (Math.log(forward / optionStrike) + 0.5 * volatility * volatility * optionMaturity) / sDev; <extra_id_0> } return valueAnalytic * discountFactor; } public static double optionTheta( final double forward, final double optionStrike,