/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double callValue = blackScholesOptionValue( riskFreeRate, initialStockValue, volatility, optionMaturity, optionStrike) ;
final double callValue = blackScholesOptionValue ( initialStockValue, riskFreeRate, volatility, optionMaturity, optionStrike ) ;
final double initialStockValue, final double riskFreeRate, final double volatility, final double optionMaturity, final double optionStrike, final boolean isCall) { <extra_id_0> if(isCall) { return callValue; } else { final double putValue = callValue - (initialStockValue-optionStrike * Math.exp(-riskFreeRate * optionMaturity)); return putValue;