/src/main/java/net/finmath/functions/BachelierModel.java
final RandomVariable integratedVolatility = volatility.mult( optionMaturity) ;
final RandomVariable integratedVolatility = volatility.mult ( Math.sqrt ( optionMaturity ) ) ;
{ if(optionMaturity < 0) { return forward.mult(0.0); } else { <extra_id_0> final RandomVariable dPlus = forward.sub(optionStrike).div(integratedVolatility); final RandomVariable deltaAnalytic = dPlus.apply(NormalDistribution::cumulativeDistribution); return deltaAnalytic; } } public static double bachelierOptionVega(