/src/main/java/net/finmath/equities/models/Black76Model.java
final double zSquare = z * z;final double sMinusOne = 1.0 - s;
final double sMinusOne = 1.0 - s;
return impliedSdev / Math.sqrt(optionMaturity); } private static double rationalCubicInterpol(double xValue, double xLeft, double xRight, double fLeft, double fRight, double fPrimeLeft, double fPrimeRight, double blend) { final double h = xRight - xLeft; final double s = (xValue - xLeft) / h; <extra_id_0> return (fRight * s * s * s + (blend * fRight - h * fPrimeRight) * s * s * sMinusOne + (blend * fLeft + h * fPrimeLeft) * s * sMinusOne * sMinusOne + fLeft * sMinusOne * sMinusOne * sMinusOne) / (1 + (blend - 3) * s * sMinusOne); } }