/src/main/java/net/finmath/fouriermethod/models/BlackScholesModel.java
final double logDiscountFactorForForward = this.getLogDiscountFactorForDiscounting( time) ;
final double logDiscountFactorForForward = this.getLogDiscountFactorForForward ( time ) ;
} public BlackScholesModel(final double initialValue, final double riskFreeRate, final double volatility) { this(initialValue, riskFreeRate, riskFreeRate, volatility); } @Override public CharacteristicFunction apply(final double time) { <extra_id_0> final double logDiscountFactorForDiscounting = this.getLogDiscountFactorForDiscounting(time); return new CharacteristicFunction() { @Override public Complex apply(final Complex argument) { final Complex iargument = argument.multiply(Complex.I); return iargument