code: public static double blackScholesOptionValue(
  			double initialStockValue,
  			double riskFreeRate,
  			double volatility,
  			double optionMaturity,
  			double optionStrike)
  	{
  		return blackScholesGeneralizedOptionValue(
  				initialStockValue * Math.exp(riskFreeRate * optionMaturity),	// forward
  				volatility,
  				optionMaturity,
  				optionStrike,
  				Math.exp(-riskFreeRate * optionMaturity)						// payoff unit
  				);
  	}
docs: Calculates the Black-Scholes option value of a call, i.e., the payoff max(S(T)-K,0), where S follows a log-normal process with constant log-volatility.
  
  @param initialStockValue The spot value of the underlying.
  @param riskFreeRate The risk free rate r (df = exp(-r T)).
  @param volatility The Black-Scholes volatility.
  @param optionMaturity The option maturity T.
  @param optionStrike The option strike. If the option strike is &le; 0.0 the method returns the value of the forward contract paying S(T)-K in T.
  @return Returns the value of a European call option under the Black-Scholes model.