/src/main/java/net/finmath/functions/BarrierOptions.java
- phi * optionStrike *Math.exp( -riskFreeRate * optionStrike) final double B = phi * initialStockValue * Math.exp( ( dividendYield-riskFreeRate)  * optionMaturity)
- phi * optionStrike *Math.exp ( -riskFreeRate * optionMaturity ) final double B = phi * initialStockValue * Math.exp ( ( dividendYield-riskFreeRate ) * optionMaturity )
final double x2 = Math.log(initialStockValue / barrierValue)/ volTime + muVolTime; final double y1 = Math.log(barrierValue * barrierValue / (initialStockValue * optionStrike)) / volTime + muVolTime; final double y2 = Math.log(barrierValue / initialStockValue) / volTime + muVolTime; final double A = phi * initialStockValue * Math.exp((dividendYield-riskFreeRate) * optionMaturity) <extra_id_0> - phi * optionStrike * Math.exp(-riskFreeRate *optionMaturity) final double C = phi * initialStockValue * Math.exp((dividendYield-riskFreeRate) * optionMaturity) - phi * optionStrike * Math.exp(-riskFreeRate * optionMaturity) final double D = phi * initialStockValue * Math.exp((dividendYield-riskFreeRate) * optionMaturity) - phi * optionStrike * Math.exp(-riskFreeRate * optionMaturity) final double E = rebate * Math.exp(-riskFreeRate * optionMaturity)