Possible to provide an example?

ynouri / pysabr

SABR model Python implementation

MIT License

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Possible to provide an example? #6

Open suhasghorp opened 5 years ago

suhasghorp commented 5 years ago

Thank you for an excellent resource on SABR model. Is it possible to provide a complete example of calibrating the model and pricing a swaption based off of the vol surface? Thanks again