docs: public static double sabrHaganLognormalBlackVolatilityApproximation(double alpha, double beta, double rho, double nu, double underlying, double strike, double maturity)
  	{
  		return sabrHaganLognormalBlackVolatilityApproximation(alpha, beta, rho, nu, 0.0, underlying, strike, maturity);
  	}