throw new UnsupportedOperationException("Work in progress");
final Calendar calendar = new Target();
final Date today = Date.todaysDate();
final DayCounter dayCount = new Actual365Fixed();
final Handle<Quote> stateVariable = new Handle(new SimpleQuote(s0_.doubleValue()));
final Handle<YieldTermStructure> riskFreeRate = new Handle(new FlatForward(today, r_.doubleValue(), dayCount));
final Handle<YieldTermStructure> dividendYield = new Handle(new FlatForward(today, 0.0, dayCount));
final Handle<BlackVolTermStructure> volatility = new Handle(new BlackConstantVol(today, calendar, sigma_.doubleValue(),dayCount));