*Last updated: 2023-03-16.*
# tf_quant_finance.models.sabr.approximations.SabrApproximationType
View source
Approximation to the SABR model.
* `HAGAN`: Using the Hagan approximation [1].
#### References
[1] Hagan et al, Managing Smile Risk, Wilmott (2002), 1:84-108
## Class Variables
* `HAGAN`