docs: public static double blackScholesOptionRho(
  			double initialStockValue,
  			double riskFreeRate,
  			double volatility,
  			double optionMaturity,
  			double optionStrike)
  	{
  		if(optionStrike <= 0.0 || optionMaturity <= 0.0)
  		{
  			// The Black-Scholes model does not consider it being an option
  			return 0.0;
  		}
  		else
  		{
  			// Calculate rho
  			double dMinus = (Math.log(initialStockValue / optionStrike) + (riskFreeRate - 0.5 * volatility * volatility) * optionMaturity) / (volatility * Math.sqrt(optionMaturity));
  
  			double rho = optionStrike * optionMaturity * Math.exp(-riskFreeRate * optionMaturity) * NormalDistribution.cumulativeDistribution(dMinus);
  
  			return rho;
  		}
  	}