protected override double volatilityImpl(double strike) { return(Utils.unsafeSabrVolatility(strike, forward_, exerciseTime(), alpha_, beta_, nu_, rho_)); }
protected override double varianceImpl(double strike) { double vol = Utils.unsafeSabrVolatility(strike, forward_, exerciseTime(), alpha_, beta_, nu_, rho_); return(vol * vol * exerciseTime()); }