final Set<ValueRequirement> desiredValues, final ComputationTargetSpecification targetSpec, final ValueProperties resultProperties) {
final ValueSpecification resultSpec = new ValueSpecification(getValueRequirementNames()[0], targetSpec, resultProperties);
final EquityIndexOptionBlackMethod model = EquityIndexOptionBlackMethod.getInstance();
double sum = 0.0;
for (final EquityIndexOption derivative : vanillaOptions) {
sum += model.gammaWrtSpot(derivative, market);
}
return Collections.singleton(new ComputedValue(resultSpec, sum));
}
}