/src/main/java/net/finmath/equities/pricer/AnalyticOptionValuation.java
return Black76Model.optionPrice( 1.0, adjustedStrike / forward, ttm,
return Black76Model.optionPrice ( 1.0, adjustedStrike / adjustedForward, ttm,
option.getStrike(), option.getExpiryDate(), forwardStructure); switch(calcType) { case Price: <extra_id_0> volatility, option.isCallOption(), discountFactor * adjustedForward); case EqDelta: final var dFdS = forwardStructure.getGrowthDiscountFactor(valDate, expiryDate); return dFdS * Black76Model.optionDelta(