*Last updated: 2023-03-16.*
# tf_quant_finance.models.sabr.approximations.SabrImpliedVolatilityType
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The implied volality arising from the SABR approximate solution.
* `NORMAL`: The volatility for the normal model, i.e. the `sigma_n` for a
stochastic model of the underlying `F` behaving like:
```
dF = sigma_n dW
```
* `LOGNORMAL`: The volatility for the lognomal (aka Black) model, i.e. the
`sigma_B` for a stochastic model of the underlying `F` behaving like:
```
dF = sigma_b F dW
```
## Class Variables
* `LOGNORMAL`
* `NORMAL`