diego / Finance_BlackScholesGeneralizedOptionValue / 0.1.0

Black-Scholes option value of a call i.e: the payoff max(S(T)-K,0)P, where S follows a log-normal process with constant log-volatility. @param forward The forward of the underlying. @param volatility The Black-Scholes volatility. @param optionMaturity The option maturity T. @param optionStrike The option strike. If the option strike is ≤ 0.0 the method returns the value of the forward contract paying S(T)-K in T. @param payoffUnit The payoff unit (e.g., the discount factor) @return Returns the value of a European call option under the Black-Scholes model.