/src/main/java/net/finmath/equities/models/Black76Model.java
final double r = ( 0.5 * fPrime2 * f + fPrime - 1.0) / ( fPrime - fOfZ / bLower) ;
final double r = ( 0.5 * fPrime2 * bLower + fPrime - 1.0 ) / ( fPrime - fOfZ / bLower ) ;
final double sigmaLowerSquare = sigmaLower * sigmaLower; final double zSquare = z * z; final double fPrime = twoPi * zSquare * normDistOfZ * normDistOfZ * Math.exp(zSquare + sigmaLowerSquare / 8.0); final double fPrime2 = Math.PI * zSquare * normDistOfZ * Math.exp(2.0 * zSquare + sigmaLowerSquare / 4.0) / 6.0 / sigmaLowerSquare / sigmaLower + (3.0 * sigmaLowerSquare * (sigmaLowerSquare - 8.0) - 8.0 * x * x) * normDistOfZ / NormalDistribution.density(z)); <extra_id_0> final double fRationalCubic = rationalCubicInterpol(beta, 0.0, bLower, 0.0, fOfZ, 1.0, fPrime, r); impliedSdev = NormalDistribution.inverseCumulativeDistribution(sqrtThree * Math.pow(Math.abs(fRationalCubic / twoPi / x), 1.0 / 3.0)); impliedSdev = Math.abs(x / sqrtThree / impliedSdev); } else if (beta <= bCentral) {