public static double BlackScholes(double putCallFactor, double forward, double strike,
double volatility, double deltaTime)
{
double d1, d2;
if (deltaTime == 0)
{
return(putCallFactor * (forward - strike));
}
BlackScholesD1D2Parameters(forward, strike, volatility, deltaTime, out d1, out d2);
var nd1 = Normal.CumulativePDF(putCallFactor * d1);
var nd2 = Normal.CumulativePDF(putCallFactor * d2);
return(putCallFactor * (forward * nd1 - strike * nd2));
}