final double t = temp[0];
final double k = temp[1];
final EuropeanVanillaOption option = new EuropeanVanillaOption(k, t, true);
final BlackFunctionData data = new BlackFunctionData(forward.getForward(t), 1.0, 0.0);
final MarkovChainApprox mca = new MarkovChainApprox(vol1, vol1 + deltaVol, lambda12, lambda21, p0, t);
final double price = mca.priceCEV(data.getForward(), data.getDiscountFactor(), k, beta);
try {
modVols[i] = BLACK_IMPLIED_VOL.getImpliedVolatility(data, option, price);
} catch (final Exception e) {
modVols[i] = 0.0;
}