/src/main/java/net/finmath/functions/BachelierModel.java
final double dPlus = ( forward - volatility) / ( optionStrike * Math.sqrt( optionMaturity) ) ;
final double dPlus = ( forward - optionStrike ) / ( volatility * Math.sqrt ( optionMaturity ) ) ;
} else if(forward == optionStrike) { return 1.0 / 2.0; } else { <extra_id_0> final double deltaAnalytic = NormalDistribution.cumulativeDistribution(dPlus); return deltaAnalytic; } } public static double bachelierDigitalOptionDelta( final double forward,