docs: public static double blackScholesGeneralizedOptionVega(
  			double forward,
  			double volatility,
  			double optionMaturity,
  			double optionStrike,
  			double payoffUnit)
  	{
  		if(optionStrike <= 0.0 || optionMaturity <= 0.0)
  		{
  			// The Black-Scholes model does not consider it being an option
  			return 0.0;
  		}
  		else
  		{
  			// Calculate vega
  			double dPlus = (Math.log(forward / optionStrike) + (0.5 * volatility * volatility) * optionMaturity) / (volatility * Math.sqrt(optionMaturity));
  
  			double vega = payoffUnit * NormalDistribution.density(dPlus) * forward * Math.sqrt(optionMaturity);
  
  			return vega;
  		}
  	}