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explicit_fit_sabr_20y_beta0.txt
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explicit_fit_sabr_20y_beta0.txt
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Method Strike Volatility
Reference 0.020099999999999996 0.14453786451762632
Reference 0.030099999999999995 0.13123186219190405
Reference 0.0351 0.1281382953377047
Reference 0.037599999999999995 0.1270578380297279
Reference 0.0401 0.12620000000000026
Reference 0.0426 0.1255177315120666
Reference 0.045099999999999994 0.12497477507276837
Reference 0.0501 0.12420055931016441
Reference 0.0601 0.12342899996977669
Parabola-3 0.020099999999999996 0.1424885116990767
Parabola-3 0.020499999999999997 0.14180723645769797
Parabola-3 0.020899999999999995 0.14115148003419864
Parabola-3 0.021299999999999996 0.14052004281560482
Parabola-3 0.021699999999999997 0.13991180070505088
Parabola-3 0.022099999999999998 0.13932569913935203
Parabola-3 0.022499999999999996 0.13876074767624283
Parabola-3 0.022899999999999997 0.13821601508815515
Parabola-3 0.023299999999999998 0.1376906249073603
Parabola-3 0.0237 0.13718375137413158
Parabola-3 0.024099999999999996 0.13669461574547254
Parabola-3 0.024499999999999997 0.13622248292704187
Parabola-3 0.0249 0.13576665839531235
Parabola-3 0.025299999999999996 0.1353264853808254
Parabola-3 0.025699999999999997 0.13490134228673392
Parabola-3 0.026099999999999998 0.13449064031972732
Parabola-3 0.026499999999999996 0.13409382131297312
Parabola-3 0.026899999999999997 0.13371035572293297
Parabola-3 0.027299999999999998 0.13333974078386157
Parabola-3 0.027699999999999995 0.13298149880551688
Parabola-3 0.0281 0.13263517560112045
Parabola-3 0.028499999999999998 0.13230033903394536
Parabola-3 0.028899999999999995 0.1319765776720895
Parabola-3 0.0293 0.13166349954204062
Parabola-3 0.029699999999999997 0.13136073097256853
Parabola-3 0.0301 0.131067915521307
Parabola-3 0.0305 0.13078471297712424
Parabola-3 0.030899999999999997 0.13051079843203683
Parabola-3 0.031299999999999994 0.13024586141701017
Parabola-3 0.0317 0.12998960509651195
Parabola-3 0.0321 0.1297417455171566
Parabola-3 0.0325 0.12950201090620014
Parabola-3 0.0329 0.12927014101602433
Parabola-3 0.033299999999999996 0.12904588651109036
Parabola-3 0.0337 0.1288290083941496
Parabola-3 0.0341 0.1286192774687758
Parabola-3 0.0345 0.12841647383553456
Parabola-3 0.0349 0.12822038641933162
Parabola-3 0.0353 0.12803081252568663
Parabola-3 0.035699999999999996 0.12784755742386522
Parabola-3 0.0361 0.12767043395497113
Parabola-3 0.036500000000000005 0.1274992621632522
Parabola-3 0.0369 0.12733386894901486
Parabola-3 0.0373 0.12717408774166772
Parabola-3 0.0377 0.1270197581915308
Parabola-3 0.038099999999999995 0.1268707258791521
Parabola-3 0.0385 0.12672684204097007
Parabola-3 0.038900000000000004 0.1265879633102481
Parabola-3 0.0393 0.12645395147228813
Parabola-3 0.0397 0.12632467323300356
Parabola-3 0.0401 0.12620000000000026
Parabola-3 0.0405 0.12607980767537547
Parabola-3 0.040900000000000006 0.12596397645950227
Parabola-3 0.0413 0.1258523906651189
Parabola-3 0.0417 0.12574493854109084
Parabola-3 0.0421 0.1256415121052574
Parabola-3 0.042499999999999996 0.12554200698581638
Parabola-3 0.042899999999999994 0.12544632227073677
Parabola-3 0.0433 0.12535436036472478
Parabola-3 0.0437 0.12526602685330074
Parabola-3 0.0441 0.12518123037357423
Parabola-3 0.0445 0.12509988249133094
Parabola-3 0.044899999999999995 0.12502189758407187
Parabola-3 0.0453 0.1249471927296678
Parabola-3 0.045700000000000005 0.12487568760031409
Parabola-3 0.0461 0.12480730436149105
Parabola-3 0.0465 0.12474196757565399
Parabola-3 0.0469 0.12467960411039403
Parabola-3 0.0473 0.12462014305082753
Parabola-3 0.047700000000000006 0.12456351561598648
Parabola-3 0.048100000000000004 0.1245096550789965
Parabola-3 0.0485 0.12445849669084202
Parabola-3 0.0489 0.12440997760753013
Parabola-3 0.0493 0.12436403682047652
Parabola-3 0.0497 0.12432061508994653
Parabola-3 0.050100000000000006 0.12427965488139507
Parabola-3 0.0505 0.12424110030455764
Parabola-3 0.0509 0.12420489705515393
Parabola-3 0.0513 0.12417099235907271
Parabola-3 0.051699999999999996 0.12413933491891489
Parabola-3 0.05210000000000001 0.1241098748627785
Parabola-3 0.052500000000000005 0.12408256369517535
Parabola-3 0.0529 0.12405735424997631
Parabola-3 0.0533 0.12403420064528674
Parabola-3 0.0537 0.12401305824016004
Parabola-3 0.05410000000000001 0.12399388359306161
Parabola-3 0.05450000000000001 0.12397663442200071
Parabola-3 0.054900000000000004 0.12396126956625196
Parabola-3 0.0553 0.12394774894959232
Parabola-3 0.0557 0.12393603354498395
Parabola-3 0.0561 0.12392608534063584
Parabola-3 0.05650000000000001 0.1239178673073821
Parabola-3 0.056900000000000006 0.1239113433673167
Parabola-3 0.057300000000000004 0.1239064783636285
Parabola-3 0.0577 0.12390323803158278
Parabola-3 0.0581 0.12390158897059847
Parabola-3 0.05850000000000001 0.12390149861737282
Parabola-3 0.05890000000000001 0.12390293522000739
Parabola-3 0.059300000000000005 0.12390586781309229
Parabola-3 0.0597 0.1239102661937067
Parabola-3 0.0601 0.12391610089829679
Explicit-alpha1-3 0.020099999999999996 0.14553203203129783
Explicit-alpha1-3 0.020499999999999997 0.14465672732499008
Explicit-alpha1-3 0.020899999999999995 0.1438172313341961
Explicit-alpha1-3 0.021299999999999996 0.14301190507691447
Explicit-alpha1-3 0.021699999999999997 0.14223920075776814
Explicit-alpha1-3 0.022099999999999998 0.141497654966413
Explicit-alpha1-3 0.022499999999999996 0.14078588255406146
Explicit-alpha1-3 0.022899999999999997 0.14010257110755053
Explicit-alpha1-3 0.023299999999999998 0.13944647595087703
Explicit-alpha1-3 0.0237 0.13881641561313363
Explicit-alpha1-3 0.024099999999999996 0.138211267709544
Explicit-alpha1-3 0.024499999999999997 0.13762996518898932
Explicit-alpha1-3 0.0249 0.1370714929072247
Explicit-alpha1-3 0.025299999999999996 0.13653488449001425
Explicit-alpha1-3 0.025699999999999997 0.13601921945478526
Explicit-alpha1-3 0.026099999999999998 0.13552362056321973
Explicit-alpha1-3 0.026499999999999996 0.13504725138051843
Explicit-alpha1-3 0.026899999999999997 0.13458931401998203
Explicit-alpha1-3 0.027299999999999998 0.13414904705408862
Explicit-alpha1-3 0.027699999999999995 0.13372572357547657
Explicit-alpha1-3 0.0281 0.1333186493931814
Explicit-alpha1-3 0.028499999999999998 0.1329271613511913
Explicit-alpha1-3 0.028899999999999995 0.1325506257578769
Explicit-alpha1-3 0.0293 0.13218843691616852
Explicit-alpha1-3 0.029699999999999997 0.13184001574550733
Explicit-alpha1-3 0.0301 0.13150480848760723
Explicit-alpha1-3 0.0305 0.13118228548895378
Explicit-alpha1-3 0.030899999999999997 0.13087194005374833
Explicit-alpha1-3 0.031299999999999994 0.13057328736168614
Explicit-alpha1-3 0.0317 0.1302858634455656
Explicit-alpha1-3 0.0321 0.13000922422424552
Explicit-alpha1-3 0.0325 0.12974294458693747
Explicit-alpha1-3 0.0329 0.12948661752522567
Explicit-alpha1-3 0.033299999999999996 0.12923985330956522
Explicit-alpha1-3 0.0337 0.1290022787073226
Explicit-alpha1-3 0.0341 0.1287735362397027
Explicit-alpha1-3 0.0345 0.12855328347514802
Explicit-alpha1-3 0.0349 0.12834119235701177
Explicit-alpha1-3 0.0353 0.12813694856349628
Explicit-alpha1-3 0.035699999999999996 0.12794025089801375
Explicit-alpha1-3 0.0361 0.12775081070828084
Explicit-alpha1-3 0.036500000000000005 0.12756835133258623
Explicit-alpha1-3 0.0369 0.12739260757177587
Explicit-alpha1-3 0.0373 0.1272233251856408
Explicit-alpha1-3 0.0377 0.12706026041243287
Explicit-alpha1-3 0.038099999999999995 0.12690317951037272
Explicit-alpha1-3 0.0385 0.12675185832004424
Explicit-alpha1-3 0.038900000000000004 0.12660608184665845
Explicit-alpha1-3 0.0393 0.12646564386125417
Explicit-alpha1-3 0.0397 0.12633034651988537
Explicit-alpha1-3 0.0401 0.12620000000000045
Explicit-alpha1-3 0.0405 0.12607442215316872
Explicit-alpha1-3 0.040900000000000006 0.1259534381733791
Explicit-alpha1-3 0.0413 0.12583688028032539
Explicit-alpha1-3 0.0417 0.12572458741672
Explicit-alpha1-3 0.0421 0.12561640495929652
Explicit-alpha1-3 0.042499999999999996 0.12551218444266876
Explicit-alpha1-3 0.042899999999999994 0.12541178329555028
Explicit-alpha1-3 0.0433 0.1253150645887413
Explicit-alpha1-3 0.0437 0.12522189679436507
Explicit-alpha1-3 0.0441 0.1251321535558403
Explicit-alpha1-3 0.0445 0.12504571346809734
Explicit-alpha1-3 0.044899999999999995 0.12496245986758663
Explicit-alpha1-3 0.0453 0.12488228063162106
Explicit-alpha1-3 0.045700000000000005 0.12480506798664331
Explicit-alpha1-3 0.0461 0.12473071832501177
Explicit-alpha1-3 0.0465 0.1246591320299144
Explicit-alpha1-3 0.0469 0.12459021330804822
Explicit-alpha1-3 0.0473 0.12452387002970611
Explicit-alpha1-3 0.047700000000000006 0.12446001357595021
Explicit-alpha1-3 0.048100000000000004 0.12439855869252703
Explicit-alpha1-3 0.0485 0.12433942335024548
Explicit-alpha1-3 0.0489 0.12428252861150374
Explicit-alpha1-3 0.0493 0.12422779850269329
Explicit-alpha1-3 0.0497 0.12417515989222207
Explicit-alpha1-3 0.050100000000000006 0.1241245423738839
Explicit-alpha1-3 0.0505 0.12407587815534807
Explicit-alpha1-3 0.0509 0.12402910195152637
Explicit-alpha1-3 0.0513 0.12398415088259976
Explicit-alpha1-3 0.051699999999999996 0.123940964376496
Explicit-alpha1-3 0.05210000000000001 0.12389948407560816
Explicit-alpha1-3 0.052500000000000005 0.12385965374757062
Explicit-alpha1-3 0.0529 0.12382141919990124
Explicit-alpha1-3 0.0533 0.12378472819834069
Explicit-alpha1-3 0.0537 0.12374953038871497
Explicit-alpha1-3 0.05410000000000001 0.12371577722216487
Explicit-alpha1-3 0.05450000000000001 0.12368342188359349
Explicit-alpha1-3 0.054900000000000004 0.12365241922317782
Explicit-alpha1-3 0.0553 0.12362272569081302
Explicit-alpha1-3 0.0557 0.12359429927335505
Explicit-alpha1-3 0.0561 0.12356709943453473
Explicit-alpha1-3 0.05650000000000001 0.1235410870574206
Explicit-alpha1-3 0.056900000000000006 0.12351622438932378
Explicit-alpha1-3 0.057300000000000004 0.12349247498902613
Explicit-alpha1-3 0.0577 0.1234698036762311
Explicit-alpha1-3 0.0581 0.12344817648314156
Explicit-alpha1-3 0.05850000000000001 0.12342756060806144
Explicit-alpha1-3 0.05890000000000001 0.1234079243709392
Explicit-alpha1-3 0.059300000000000005 0.1233892371707602
Explicit-alpha1-3 0.0597 0.12337146944470834
Explicit-alpha1-3 0.0601 0.12335459262902104
Levenberg-Marquardt 0.020099999999999996 0.14453786451762637
Levenberg-Marquardt 0.020499999999999997 0.1437045052826546
Levenberg-Marquardt 0.020899999999999995 0.14290566082251657
Levenberg-Marquardt 0.021299999999999996 0.1421397207325846
Levenberg-Marquardt 0.021699999999999997 0.1414051651422071
Levenberg-Marquardt 0.022099999999999998 0.14070055802284914
Levenberg-Marquardt 0.022499999999999996 0.1400245411550555
Levenberg-Marquardt 0.022899999999999997 0.13937582867585233
Levenberg-Marquardt 0.023299999999999998 0.13875320213851494
Levenberg-Marquardt 0.0237 0.1381555060254796
Levenberg-Marquardt 0.024099999999999996 0.13758164366278441
Levenberg-Marquardt 0.024499999999999997 0.1370305734909842
Levenberg-Marquardt 0.0249 0.1365013056531532
Levenberg-Marquardt 0.025299999999999996 0.1359928988655005
Levenberg-Marquardt 0.025699999999999997 0.13550445754037527
Levenberg-Marquardt 0.026099999999999998 0.13503512913514393
Levenberg-Marquardt 0.026499999999999996 0.1345841017036371
Levenberg-Marquardt 0.026899999999999997 0.1341506016296686
Levenberg-Marquardt 0.027299999999999998 0.13373389152457474
Levenberg-Marquardt 0.027699999999999995 0.133333268272855
Levenberg-Marquardt 0.0281 0.13294806121186142
Levenberg-Marquardt 0.028499999999999998 0.1325776304331143
Levenberg-Marquardt 0.028899999999999995 0.13222136519424418
Levenberg-Marquardt 0.0293 0.13187868243181183
Levenberg-Marquardt 0.029699999999999997 0.1315490253663466
Levenberg-Marquardt 0.0301 0.13123186219190405
Levenberg-Marquardt 0.0305 0.13092668484327716
Levenberg-Marquardt 0.030899999999999997 0.13063300783473747
Levenberg-Marquardt 0.031299999999999994 0.13035036716481815
Levenberg-Marquardt 0.0317 0.13007831928222768
Levenberg-Marquardt 0.0321 0.12981644010846924
Levenberg-Marquardt 0.0325 0.12956432411318775
Levenberg-Marquardt 0.0329 0.1293215834386406
Levenberg-Marquardt 0.033299999999999996 0.12908784707003737
Levenberg-Marquardt 0.0337 0.12886276004878314
Levenberg-Marquardt 0.0341 0.1286459827259298
Levenberg-Marquardt 0.0345 0.1284371900533692
Levenberg-Marquardt 0.0349 0.12823607091050937
Levenberg-Marquardt 0.0353 0.12804232746436092
Levenberg-Marquardt 0.035699999999999996 0.12785567456112132
Levenberg-Marquardt 0.0361 0.1276758391474873
Levenberg-Marquardt 0.036500000000000005 0.12750255972006155
Levenberg-Marquardt 0.0369 0.1273355858013391
Levenberg-Marquardt 0.0373 0.12717467744084623
Levenberg-Marquardt 0.0377 0.12701960474012564
Levenberg-Marquardt 0.038099999999999995 0.12687014740032168
Levenberg-Marquardt 0.0385 0.12672609429121834
Levenberg-Marquardt 0.038900000000000004 0.1265872430406334
Levenberg-Marquardt 0.0393 0.12645339964316304
Levenberg-Marquardt 0.0397 0.12632437808729297
Levenberg-Marquardt 0.0401 0.12620000000000015
Levenberg-Marquardt 0.0405 0.12608009430794148
Levenberg-Marquardt 0.040900000000000006 0.12596449691446768
Levenberg-Marquardt 0.0413 0.12585305039168665
Levenberg-Marquardt 0.0417 0.12574560368679494
Levenberg-Marquardt 0.0421 0.12564201184207008
Levenberg-Marquardt 0.042499999999999996 0.1255421357278222
Levenberg-Marquardt 0.042899999999999994 0.12544584178768092
Levenberg-Marquardt 0.0433 0.12535300179565495
Levenberg-Marquardt 0.0437 0.12526349262438113
Levenberg-Marquardt 0.0441 0.12517719602403282
Levenberg-Marquardt 0.0445 0.12509399841141144
Levenberg-Marquardt 0.044899999999999995 0.1250137906686844
Levenberg-Marquardt 0.0453 0.12493646795135739
Levenberg-Marquardt 0.045700000000000005 0.12486192950502908
Levenberg-Marquardt 0.0461 0.12479007849050201
Levenberg-Marquardt 0.0465 0.1247208218168763
Levenberg-Marquardt 0.0469 0.12465406998222699
Levenberg-Marquardt 0.0473 0.12458973692152268
Levenberg-Marquardt 0.047700000000000006 0.12452773986143645
Levenberg-Marquardt 0.048100000000000004 0.12446799918172705
Levenberg-Marquardt 0.0485 0.1244104382828796
Levenberg-Marquardt 0.0489 0.12435498345971076
Levenberg-Marquardt 0.0493 0.12430156378065808
Levenberg-Marquardt 0.0497 0.1242501109724878
Levenberg-Marquardt 0.050100000000000006 0.12420055931016406
Levenberg-Marquardt 0.0505 0.12415284551164006
Levenberg-Marquardt 0.0509 0.12410690863733581
Levenberg-Marquardt 0.0513 0.1240626899940896
Levenberg-Marquardt 0.051699999999999996 0.12402013304336984
Levenberg-Marquardt 0.05210000000000001 0.12397918331354393
Levenberg-Marquardt 0.052500000000000005 0.12393978831602716
Levenberg-Marquardt 0.0529 0.12390189746511512
Levenberg-Marquardt 0.0533 0.12386546200134206
Levenberg-Marquardt 0.0537 0.12383043491819183
Levenberg-Marquardt 0.05410000000000001 0.12379677089200992
Levenberg-Marquardt 0.05450000000000001 0.12376442621496811
Levenberg-Marquardt 0.054900000000000004 0.12373335873093819
Levenberg-Marquardt 0.0553 0.12370352777414383
Levenberg-Marquardt 0.0557 0.12367489411045875
Levenberg-Marquardt 0.0561 0.12364741988123319
Levenberg-Marquardt 0.05650000000000001 0.1236210685495298
Levenberg-Marquardt 0.056900000000000006 0.12359580484865611
Levenberg-Marquardt 0.057300000000000004 0.1235715947328974
Levenberg-Marquardt 0.0577 0.12354840533034023
Levenberg-Marquardt 0.0581 0.12352620489769325
Levenberg-Marquardt 0.05850000000000001 0.12350496277702128
Levenberg-Marquardt 0.05890000000000001 0.12348464935429503
Levenberg-Marquardt 0.059300000000000005 0.12346523601968461
Levenberg-Marquardt 0.0597 0.12344669512950887
Levenberg-Marquardt 0.0601 0.12342899996977656