class MixedBivariateLogNormalModelVolatility {

  public double getImpliedVolatilityZ(final EuropeanVanillaOption option, final double forward) {
    final MixedLogNormalVolatilityFunction volfunc = MixedLogNormalVolatilityFunction.getInstance();
    return volfunc.getVolatility(option, forward, _data);
  }

  public  MixedBivariateLogNormalModelVolatility(final double[] weights, final double[] sigmasX, final double[] sigmasY, final double[] rhos);
  public  MixedBivariateLogNormalModelVolatility(final double[] weights, final double[] sigmasX, final double[] sigmasY, final double[] relativePartialForwardsX,
      final double[] relativePartialForwardsY,
      final double[] rhos);

}