*Last updated: 2023-03-16.*
# Module: tf_quant_finance.models.sabr.approximations
View source
Approximate analytic solutions to the Sabr model.
## Classes
[`class SabrApproximationType`](../../../tf_quant_finance/models/sabr/approximations/SabrApproximationType.md): Approximation to the SABR model.
[`class SabrImpliedVolatilityType`](../../../tf_quant_finance/models/sabr/approximations/SabrImpliedVolatilityType.md): The implied volality arising from the SABR approximate solution.
## Functions
[`calibration(...)`](../../../tf_quant_finance/models/sabr/calibration.md): Calibrates the SABR model using European option prices.
[`european_option_price(...)`](../../../tf_quant_finance/models/sabr/approximations/european_option_price.md): Computes the approximate European option price under the SABR model.
[`implied_volatility(...)`](../../../tf_quant_finance/models/sabr/approximations/implied_volatility.md): Computes the implied volatility under the SABR model.