[R-SIG-Finance] SABR model

abe chan abechan_99 at yahoo.com
Mon Sep 27 15:58:24 CEST 2010

Hello All,

I have been looking for some SABR model implementation package/code in R and 
have found nothing. I wonder if anyone has come across the codes should they are 
available. I can only found the model implementation in C++ and VBA only so far. 


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