docs: public static double blackModelCapletValue(
  			double forward,
  			double volatility,
  			double optionMaturity,
  			double optionStrike,
  			double periodLength,
  			double discountFactor)
  	{
  		// May be interpreted as a special version of the Black-Scholes Formula
  		return AnalyticFormulas.blackScholesGeneralizedOptionValue(forward, volatility, optionMaturity, optionStrike, periodLength * discountFactor);
  	}