code: 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);
  	}
docs: Calculate the value of a swaption assuming the Black'76 model.
  
  @param forwardSwaprate The forward (spot)
  @param volatility The Black'76 volatility.
  @param optionMaturity The option maturity.
  @param optionStrike The option strike.
  @param swapAnnuity The swap annuity corresponding to the underlying swap.
  @return Returns the value of a Swaption under the Black'76 model