[R-SIG-Finance] SABR Volatility

[Jeff Ryan]

Short answer, no there isn't. 

You can search this list though as the topic was addressed back on 20100930 or so. 

Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Jul 19, 2011, at 4:21 PM, Raghuraman Ramachandran <optionsraghu at gmail.com> wrote:

> Dear R-Gurus
> 
> Is there a module where SABR volatility function is included in R please?
> 
> Many thanks
> Raghu
> 
>    [[alternative HTML version deleted]]
> 
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