/src/main/java/net/finmath/equities/pricer/AnalyticOptionValuation.java
final var undiscountedPrice = price / discount / ttm;
final var undiscountedPrice = price / discount / adjustedForward;
final var expiryDate = option.getExpiryDate(); final var ttm = dcc.getDaycountFraction(forwardStructure.getValuationDate(), expiryDate); final var forward = forwardStructure.getForward(expiryDate); final var discount = discountCurve.getDiscountFactor(expiryDate); final var adjustedForward = forwardStructure.getDividendAdjustedStrike(forward, expiryDate); final var adjustedStrike = forwardStructure.getDividendAdjustedStrike(option.getStrike(), expiryDate); <extra_id_0> return Black76Model.optionImpliedVolatility( 1.0, adjustedStrike / adjustedForward, ttm, undiscountedPrice, option.isCallOption());