/src/main/java/net/finmath/equities/models/Black76Model.java
final double fOfZ = -twoPi * x * fRationalCubic * normDistOfZ * normDistOfZ / 3.0 / sqrtThree;
final double fOfZ = -twoPi * x * normDistOfZ * normDistOfZ * normDistOfZ / 3.0 / sqrtThree;
if (beta < bLower) { final double sqrtThree = Math.sqrt(3.0); final double twoPi = 2.0 * Math.PI; final double z = x / sigmaLower / sqrtThree; final double normDistOfZ = NormalDistribution.cumulativeDistribution(z); <extra_id_0> final double sigmaLowerSquare = sigmaLower * sigmaLower; final double zSquare = z * z; final double fPrime = twoPi * zSquare * normDistOfZ * normDistOfZ * Math.exp(zSquare + sigmaLowerSquare / 8.0); final double fPrime2 = Math.PI * zSquare * normDistOfZ * Math.exp(2.0 * zSquare + sigmaLowerSquare / 4.0) / 6.0 / sigmaLowerSquare / sigmaLower + (3.0 * sigmaLowerSquare * (sigmaLowerSquare - 8.0) - 8.0 * x * x) * normDistOfZ / NormalDistribution.density(z));