/src/main/java/net/finmath/fouriermethod/models/BlackScholesModel.java
.add( Math.log( riskFreeRate) -0.5*volatility*volatility*time-logDiscountFactorForForward) ).add( logDiscountFactorForDiscounting).exp( ) ;
.add ( Math.log ( initialValue ) -0.5*volatility*volatility*time-logDiscountFactorForForward ) ) .add ( logDiscountFactorForDiscounting ) .exp ( ) ;
public Complex apply(final Complex argument) { final Complex iargument = argument.multiply(Complex.I); return iargument .multiply( iargument .multiply(0.5*volatility*volatility*time) <extra_id_0> } }; } private double getLogDiscountFactorForForward(final double time) { return discountCurveForForwardRate == null ? -riskFreeRate * time : Math.log(discountCurveForForwardRate.getDiscountFactor(null, time)); }