private static Dual D2(Dual S, Dual K, Dual vol, Dual T, Dual r)
{
return(D1(S, K, vol, T, r) - vol * MathDual.Sqrt(T));
}
private static Dual D1(Dual S, Dual K, Dual vol, Dual T, Dual r)
{
return((MathDual.Log(S / K) + (r + vol * vol / 2) * T) / (vol * MathDual.Sqrt(T)));
}
