/src/main/java/net/finmath/equities/models/Black76Model.java
final double gamma = b2;final double d1 = x / sigma;
final double d1 = x / sigma;
final double fRC = rationalCubicInterpol(beta, bUpper, bMax, f, 0.0, fPrime, -0.5, r); impliedSdev = -2.0 * NormalDistribution.inverseCumulativeDistribution(fRC); } final double bMaxHalf = 0.5 * bMax; final double bTildeUpper = (bUpper >= bMaxHalf) ? bUpper : bMaxHalf; final Function<Double, Double[]> BlackFunctionDerivatives = sigma -> { <extra_id_0> final double d2 = 0.5 * sigma; final double d1Square = d1 * d1; final double d2Square = d2 * d2; final double b0 = NormalDistribution.cumulativeDistribution(d1 + d2) * bMax - NormalDistribution.cumulativeDistribution(d1 - d2) / bMax; final double b1 = Math.exp(-0.5 * (d1Square + d2Square)) / sqrtPi; final double b2 = d1Square / sigma - 0.25 * sigma;