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