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*Last updated: 2023-03-16.*

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# Module: tf_quant_finance.models.sabr

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<a target="_blank" href="https://github.com/paolodelia99/tf-quant-finance/blob/main/tf_quant_finance/models/sabr/__init__.py">View source</a>



Sabr model.



## Modules

[`approximations`](../../tf_quant_finance/models/sabr/approximations.md) module: Approximate analytic solutions to the Sabr model.

## Classes

[`class SabrModel`](../../tf_quant_finance/models/SabrModel.md): Implements the SABR model defined by the following equations.

## Functions

[`calibration(...)`](../../tf_quant_finance/models/sabr/calibration.md): Calibrates the SABR model using European option prices.

