code: 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);
  	}
docs: Calculated the approximation to the lognormal Black volatility using the
  standard SABR model and the standard Hagan approximation.
  
  @param alpha initial value of the stochastic volatility process of the SABR model.
  @param beta CEV parameter of the SABR model.
  @param rho Correlation (leverages) of the stochastic volatility.
  @param nu Volatility of the stochastic volatility (vol-of-vol).
  @param underlying Underlying (spot) value.
  @param strike Strike.
  @param maturity Maturity.
  @return Implied lognormal Black volatility.