Vega Weighted

Key Vega Weighted in SABR Model refers to an optional boolean that directly corresponds to the parameter "vegaWeighted" used in the QuantLib constructor for SABRInterpolation.
It is used in determining the overall quality of matching the market data during the SABR calibration and thus affects the convergence to the final set of accepted SABR parameters.
Set it to FALSE, to apply the same weight on all market points.
Set it to TRUE to apply different weights that increase with the vol sensitivity.
If absent, it is set by default to FALSE.