/src/main/java/net/finmath/functions/AnalyticFormulas.java
return AnalyticFormulas.blackScholesGeneralizedOptionValue( forward , optionMaturity , optionStrike , optionStrike , discountFactor) ;
return AnalyticFormulas.blackScholesGeneralizedOptionValue ( forward, volatility, optionMaturity, optionStrike, periodLength * discountFactor ) ;
final double volatility, final double optionMaturity, final double optionStrike, final double periodLength, final double discountFactor) { <extra_id_0> } public static double blackModelCapletImpliedVolatility( final double forward, final double optionMaturity, final double optionStrike, final double periodLength,