SABRMdl

TYPE
Is Array
Alpha Guess0.2
Beta Guess1
Nu Guess0.4
Rho Guess0
Alpha fixed
Beta fixed
Nu fixed
Rho fixed
ATM Calibrated
Vega Weighted
OptimizationOptim#4
Error Tolerance0.01
Error Accept0.002
Use Max Error
Max Guesses50
Backward Flat
Cut off Strike0.0001
In parent: Model[Quotable]
ID
Modelled Quotable