final EuropeanVanillaOption option = new EuropeanVanillaOption(k, T, true);
return sabr.getVolatilityFunction(option, F).evaluate(fittedData);
}
};
final ProbabilityDistribution<Double> sabrDist = new DistributionFromImpliedVolatility(F, T, sabrFunction);
for (int i = 0; i < 100; i++) {
final double k = 0.001 + i * 0.1 / 100;
final double vol = sabrFunction.evaluate(k);
final double pdf = sabrDist.getPDF(k);
final double cdf = sabrDist.getCDF(k);
}
//TODO this test does nothing
}