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explicit_fit_sabr_20y_park_beta0.txt~
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explicit_fit_sabr_20y_park_beta0.txt~
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Method Strike Volatility
Reference 0.020099999999999996 0.138
Reference 0.030099999999999995 0.131
Reference 0.0351 0.1274
Reference 0.037599999999999995 0.1268
Reference 0.0401 0.12619999999999998
Reference 0.0426 0.1255
Reference 0.045099999999999994 0.1249
Reference 0.0501 0.1243
Reference 0.0601 0.1258
Parabola-3 0.020099999999999996 0.12482947914238929
Parabola-3 0.020499999999999997 0.12510723836751375
Parabola-3 0.020899999999999995 0.1253660154968471
Parabola-3 0.021299999999999996 0.12560678596699326
Parabola-3 0.021699999999999997 0.12583046133890152
Parabola-3 0.022099999999999998 0.12603789447714633
Parabola-3 0.022499999999999996 0.12622988422821182
Parabola-3 0.022899999999999997 0.12640717965394055
Parabola-3 0.023299999999999998 0.12657048386916897
Parabola-3 0.0237 0.12672045752644737
Parabola-3 0.024099999999999996 0.12685772198546863
Parabola-3 0.024499999999999997 0.1269828622002814
Parabola-3 0.0249 0.12709642935342694
Parabola-3 0.025299999999999996 0.127198943262724
Parabola-3 0.025699999999999997 0.12729089458346057
Parabola-3 0.026099999999999998 0.12737274682616453
Parabola-3 0.026499999999999996 0.1274449382078673
Parabola-3 0.026899999999999997 0.1275078833528003
Parabola-3 0.027299999999999998 0.12756197485673035
Parabola-3 0.027699999999999995 0.12760758472761866
Parabola-3 0.0281 0.12764506571394774
Parabola-3 0.028499999999999998 0.12767475253087934
Parabola-3 0.028899999999999995 0.12769696299336056
Parabola-3 0.0293 0.1277119990643731
Parabola-3 0.029699999999999997 0.1277201478256992
Parabola-3 0.0301 0.12772168237784973
Parabola-3 0.0305 0.12771686267515361
Parabola-3 0.030899999999999997 0.127705936301429
Parabola-3 0.031299999999999994 0.12768913919114216
Parabola-3 0.0317 0.12766669630049993
Parabola-3 0.0321 0.12763882223250916
Parabola-3 0.0325 0.12760572181966703
Parabola-3 0.0329 0.12756759066761525
Parabola-3 0.033299999999999996 0.12752461566279222
Parabola-3 0.0337 0.1274769754468503
Parabola-3 0.0341 0.12742484086036215
Parabola-3 0.0345 0.12736837535812334
Parabola-3 0.0349 0.12730773539816057
Parabola-3 0.0353 0.12724307080637764
Parabola-3 0.035699999999999996 0.12717452511860838
Parabola-3 0.0361 0.12710223590170147
Parabola-3 0.036500000000000005 0.1270263350551275
Parabola-3 0.0369 0.12694694909447976
Parabola-3 0.0373 0.12686419941812863
Parabola-3 0.0377 0.12677820255819172
Parabola-3 0.038099999999999995 0.12668907041688912
Parabola-3 0.0385 0.12659691048927071
Parabola-3 0.038900000000000004 0.12650182607322774
Parabola-3 0.0393 0.1264039164676292
Parabola-3 0.0397 0.1263032771593627
Parabola-3 0.0401 0.12619999999999998
Parabola-3 0.0405 0.1260941733727538
Parabola-3 0.040900000000000006 0.12598588235034572
Parabola-3 0.0413 0.12587520884435752
Parabola-3 0.0417 0.12576223174659926
Parabola-3 0.0421 0.12564702706298841
Parabola-3 0.042499999999999996 0.12552966804040017
Parabola-3 0.042899999999999994 0.1254102252869158
Parabola-3 0.0433 0.12528876688586832
Parabola-3 0.0437 0.12516535850405527
Parabola-3 0.0441 0.1250400634944644
Parabola-3 0.0445 0.12491294299383524
Parabola-3 0.044899999999999995 0.12478405601535626
Parabola-3 0.0453 0.12465345953677928
Parabola-3 0.045700000000000005 0.12452120858421337
Parabola-3 0.0461 0.12438735631184308
Parabola-3 0.0465 0.1242519540778014
Parabola-3 0.0469 0.1241150515164113
Parabola-3 0.0473 0.12397669660699775
Parabola-3 0.047700000000000006 0.12383693573945824
Parabola-3 0.048100000000000004 0.1236958137767687
Parabola-3 0.0485 0.12355337411459062
Parabola-3 0.0489 0.12340965873813474
Parabola-3 0.0493 0.1232647082764277
Parabola-3 0.0497 0.12311856205411853
Parabola-3 0.050100000000000006 0.12297125814095429
Parabola-3 0.0505 0.12282283339904586
Parabola-3 0.0509 0.12267332352803836
Parabola-3 0.0513 0.12252276310829326
Parabola-3 0.051699999999999996 0.12237118564218366
Parabola-3 0.05210000000000001 0.12221862359359784
Parabola-3 0.052500000000000005 0.12206510842574117
Parabola-3 0.0529 0.12191067063732072
Parabola-3 0.0533 0.12175533979719297
Parabola-3 0.0537 0.12159914457754974
Parabola-3 0.05410000000000001 0.12144211278571362
Parabola-3 0.05450000000000001 0.12128427139461039
Parabola-3 0.054900000000000004 0.12112564657198178
Parabola-3 0.0553 0.12096626370839889
Parabola-3 0.0557 0.1208061474441328
Parabola-3 0.0561 0.12064532169493687
Parabola-3 0.05650000000000001 0.12048380967679063
Parabola-3 0.056900000000000006 0.12032163392965448
Parabola-3 0.057300000000000004 0.12015881634028028
Parabola-3 0.0577 0.11999537816412113
Parabola-3 0.0581 0.11983134004638177
Parabola-3 0.05850000000000001 0.11966672204224799
Parabola-3 0.05890000000000001 0.11950154363633238
Parabola-3 0.059300000000000005 0.11933582376137108
Parabola-3 0.0597 0.11916958081620518
Parabola-3 0.0601 0.1190028326830779
Explicit-alpha1-3 0.020099999999999996 0.17694264194537598
Explicit-alpha1-3 0.020499999999999997 0.17531695422442442
Explicit-alpha1-3 0.020899999999999995 0.1737334413420409
Explicit-alpha1-3 0.021299999999999996 0.17219024042689798
Explicit-alpha1-3 0.021699999999999997 0.17068560480980885
Explicit-alpha1-3 0.022099999999999998 0.1692178947133515
Explicit-alpha1-3 0.022499999999999996 0.16778556884695778
Explicit-alpha1-3 0.022899999999999997 0.1663871768042836
Explicit-alpha1-3 0.023299999999999998 0.16502135217411568
Explicit-alpha1-3 0.0237 0.16368680628551188
Explicit-alpha1-3 0.024099999999999996 0.1623823225191159
Explicit-alpha1-3 0.024499999999999997 0.16110675112517917
Explicit-alpha1-3 0.0249 0.15985900449372303
Explicit-alpha1-3 0.025299999999999996 0.1586380528330432
Explicit-alpha1-3 0.025699999999999997 0.15744292021328044
Explicit-alpha1-3 0.026099999999999998 0.1562726809393804
Explicit-alpha1-3 0.026499999999999996 0.15512645622147408
Explicit-alpha1-3 0.026899999999999997 0.15400341111474006
Explicit-alpha1-3 0.027299999999999998 0.15290275170156134
Explicit-alpha1-3 0.027699999999999995 0.15182372249420295
Explicit-alpha1-3 0.0281 0.1507656040388325
Explicit-alpha1-3 0.028499999999999998 0.14972771070108118
Explicit-alpha1-3 0.028899999999999995 0.14870938861646735
Explicit-alpha1-3 0.0293 0.14771001379450918
Explicit-alpha1-3 0.029699999999999997 0.1467289903585979
Explicit-alpha1-3 0.0301 0.14576574891314192
Explicit-alpha1-3 0.0305 0.14481974502720368
Explicit-alpha1-3 0.030899999999999997 0.14389045782277665
Explicit-alpha1-3 0.031299999999999994 0.1429773886611413
Explicit-alpha1-3 0.0317 0.14208005991849323
Explicit-alpha1-3 0.0321 0.14119801384344294
Explicit-alpha1-3 0.0325 0.14033081149200882
Explicit-alpha1-3 0.0329 0.13947803172898254
Explicit-alpha1-3 0.033299999999999996 0.13863927029807036
Explicit-alpha1-3 0.0337 0.1378141389475333
Explicit-alpha1-3 0.0341 0.13700226461454318
Explicit-alpha1-3 0.0345 0.1362032886568817
Explicit-alpha1-3 0.0349 0.1354168661354339
Explicit-alpha1-3 0.0353 0.13464266513752138
Explicit-alpha1-3 0.035699999999999996 0.13388036614330412
Explicit-alpha1-3 0.0361 0.13312966142726432
Explicit-alpha1-3 0.036500000000000005 0.13239025449874064
Explicit-alpha1-3 0.0369 0.1316618595704182
Explicit-alpha1-3 0.0373 0.1309442010610527
Explicit-alpha1-3 0.0377 0.1302370131242764
Explicit-alpha1-3 0.038099999999999995 0.12954003920642454
Explicit-alpha1-3 0.0385 0.12885303162607328
Explicit-alpha1-3 0.038900000000000004 0.12817575117755275
Explicit-alpha1-3 0.0393 0.12750796675803813
Explicit-alpha1-3 0.0397 0.1268494550127876
Explicit-alpha1-3 0.0401 0.12620000000000026
Explicit-alpha1-3 0.0405 0.12555939287292484
Explicit-alpha1-3 0.040900000000000006 0.12492743158062317
Explicit-alpha1-3 0.0413 0.12430392057933182
Explicit-alpha1-3 0.0417 0.12368867056482953
Explicit-alpha1-3 0.0421 0.12308149821495931
Explicit-alpha1-3 0.042499999999999996 0.12248222594455334
Explicit-alpha1-3 0.042899999999999994 0.12189068167521216
Explicit-alpha1-3 0.0433 0.12130669861387712
Explicit-alpha1-3 0.0437 0.12073011504386635
Explicit-alpha1-3 0.0441 0.12016077412505323
Explicit-alpha1-3 0.0445 0.11959852370432533
Explicit-alpha1-3 0.044899999999999995 0.11904321613480566
Explicit-alpha1-3 0.0453 0.11849470810373726
Explicit-alpha1-3 0.045700000000000005 0.11795286046789616
Explicit-alpha1-3 0.0461 0.11741753809765257
Explicit-alpha1-3 0.0465 0.11688860972685737
Explicit-alpha1-3 0.0469 0.11636594781084844
Explicit-alpha1-3 0.0473 0.11584942838997185
Explicit-alpha1-3 0.047700000000000006 0.11533893095964641
Explicit-alpha1-3 0.048100000000000004 0.11483433834616272
Explicit-alpha1-3 0.0485 0.1143355365877029
Explicit-alpha1-3 0.0489 0.1138424148207372
Explicit-alpha1-3 0.0493 0.11335486517160794
Explicit-alpha1-3 0.0497 0.11287278265211373
Explicit-alpha1-3 0.050100000000000006 0.1123960650600586
Explicit-alpha1-3 0.0505 0.11192461288384935
Explicit-alpha1-3 0.0509 0.11145832921109113
Explicit-alpha1-3 0.0513 0.11099711964103699
Explicit-alpha1-3 0.051699999999999996 0.11054089220053319
Explicit-alpha1-3 0.05210000000000001 0.11008955726336397
Explicit-alpha1-3 0.052500000000000005 0.1096430274731347
Explicit-alpha1-3 0.0529 0.10920121766914075
Explicit-alpha1-3 0.0533 0.10876404481487328
Explicit-alpha1-3 0.0537 0.10833142793007197
Explicit-alpha1-3 0.05410000000000001 0.10790328802457581
Explicit-alpha1-3 0.05450000000000001 0.10747954803557465
Explicit-alpha1-3 0.054900000000000004 0.10706013276680192
Explicit-alpha1-3 0.0553 0.10664496883012795
Explicit-alpha1-3 0.0557 0.10623398458966264
Explicit-alpha1-3 0.0561 0.10582711010755015
Explicit-alpha1-3 0.05650000000000001 0.105424277092194
Explicit-alpha1-3 0.056900000000000006 0.10502541884826155
Explicit-alpha1-3 0.057300000000000004 0.10463047022851388
Explicit-alpha1-3 0.0577 0.10423936758738409
Explicit-alpha1-3 0.0581 0.10385204873645805
Explicit-alpha1-3 0.05850000000000001 0.10346845290134034
Explicit-alpha1-3 0.05890000000000001 0.10308852068024284
Explicit-alpha1-3 0.059300000000000005 0.10271219400390559
Explicit-alpha1-3 0.0597 0.10233941609715815
Explicit-alpha1-3 0.0601 0.10197013144166045
Levenberg-Marquardt 0.020099999999999996 0.1769409362852789
Levenberg-Marquardt 0.020499999999999997 0.1753184115305428
Levenberg-Marquardt 0.020899999999999995 0.17373475387217469
Levenberg-Marquardt 0.021299999999999996 0.17219146739982022
Levenberg-Marquardt 0.021699999999999997 0.1706868040765242
Levenberg-Marquardt 0.022099999999999998 0.169219126332751
Levenberg-Marquardt 0.022499999999999996 0.16778327253488845
Levenberg-Marquardt 0.022899999999999997 0.16638498733931323
Levenberg-Marquardt 0.023299999999999998 0.1650230622306491
Levenberg-Marquardt 0.0237 0.16368502760610026
Levenberg-Marquardt 0.024099999999999996 0.16238085473374206
Levenberg-Marquardt 0.024499999999999997 0.16110567054653238
Levenberg-Marquardt 0.0249 0.1598583940294161
Levenberg-Marquardt 0.025299999999999996 0.15863799673585788
Levenberg-Marquardt 0.025699999999999997 0.1574435104942375
Levenberg-Marquardt 0.026099999999999998 0.15626978003449088
Levenberg-Marquardt 0.026499999999999996 0.1551286423901381
Levenberg-Marquardt 0.026899999999999997 0.1540021346907881
Levenberg-Marquardt 0.027299999999999998 0.15290246064598131
Levenberg-Marquardt 0.027699999999999995 0.1518245393434584
Levenberg-Marquardt 0.0281 0.15076290460684474
Levenberg-Marquardt 0.028499999999999998 0.14973117973241323
Levenberg-Marquardt 0.028899999999999995 0.14870938106899753
Levenberg-Marquardt 0.0293 0.14771160994451085
Levenberg-Marquardt 0.029699999999999997 0.1467270178387985
Levenberg-Marquardt 0.0301 0.14576560445994904
Levenberg-Marquardt 0.0305 0.14481592199303683
Levenberg-Marquardt 0.030899999999999997 0.14388872188526688
Levenberg-Marquardt 0.031299999999999994 0.14297800375278133
Levenberg-Marquardt 0.0317 0.1420769109840074
Levenberg-Marquardt 0.0321 0.14119758130030952
Levenberg-Marquardt 0.0325 0.14033347107235855
Levenberg-Marquardt 0.0329 0.13947684525585297
Levenberg-Marquardt 0.033299999999999996 0.138633965098677
Levenberg-Marquardt 0.0337 0.13781257874469668
Levenberg-Marquardt 0.0341 0.13700503445903991
Levenberg-Marquardt 0.0345 0.13621111809846703
Levenberg-Marquardt 0.0349 0.1354207356225078
Levenberg-Marquardt 0.0353 0.13464215257127193
Levenberg-Marquardt 0.035699999999999996 0.13388648457917937
Levenberg-Marquardt 0.0361 0.13313124202162344
Levenberg-Marquardt 0.036500000000000005 0.1323865884076774
Levenberg-Marquardt 0.0369 0.13166757393815542
Levenberg-Marquardt 0.0373 0.1309443890690556
Levenberg-Marquardt 0.0377 0.13023026084751338
Levenberg-Marquardt 0.038099999999999995 0.12954867756701338
Levenberg-Marquardt 0.0385 0.12885449736049434
Levenberg-Marquardt 0.038900000000000004 0.12816607791060045
Levenberg-Marquardt 0.0393 0.12753768992901085
Levenberg-Marquardt 0.0397 0.12687800895549023
Levenberg-Marquardt 0.0401 0.12620005626284678
Levenberg-Marquardt 0.0405 0.12558549640984865
Levenberg-Marquardt 0.040900000000000006 0.12495240342828991
Levenberg-Marquardt 0.0413 0.12432782173985311
Levenberg-Marquardt 0.0417 0.1236527616961889
Levenberg-Marquardt 0.0421 0.12310323304544282
Levenberg-Marquardt 0.042499999999999996 0.12250288325061046
Levenberg-Marquardt 0.042899999999999994 0.12187719449041753
Levenberg-Marquardt 0.0433 0.12129640482167033
Levenberg-Marquardt 0.0437 0.1207220782689152
Levenberg-Marquardt 0.0441 0.12015435642467884
Levenberg-Marquardt 0.0445 0.11959324839100272
Levenberg-Marquardt 0.044899999999999995 0.1190387291848815
Levenberg-Marquardt 0.0453 0.1184907287229549
Levenberg-Marquardt 0.045700000000000005 0.11794917983878564
Levenberg-Marquardt 0.0461 0.11742887074302977
Levenberg-Marquardt 0.0465 0.11688508016886748
Levenberg-Marquardt 0.0469 0.11636231797160282
Levenberg-Marquardt 0.0473 0.1158578283704478
Levenberg-Marquardt 0.047700000000000006 0.11533483377298223
Levenberg-Marquardt 0.048100000000000004 0.1148299178790142
Levenberg-Marquardt 0.0485 0.11434108282056486
Levenberg-Marquardt 0.0489 0.11384702790644431
Levenberg-Marquardt 0.0493 0.11335855298759827
Levenberg-Marquardt 0.0497 0.11287554751176056
Levenberg-Marquardt 0.050100000000000006 0.11239791509987636
Levenberg-Marquardt 0.0505 0.11192556106484326
Levenberg-Marquardt 0.0509 0.11145838293393721
Levenberg-Marquardt 0.0513 0.11099628619996393
Levenberg-Marquardt 0.051699999999999996 0.11053917878395095
Levenberg-Marquardt 0.05210000000000001 0.11008696244437535
Levenberg-Marquardt 0.052500000000000005 0.10963956787036644
Levenberg-Marquardt 0.0529 0.10920338216269908
Levenberg-Marquardt 0.0533 0.10876513640475617
Levenberg-Marquardt 0.0537 0.10833146504378446
Levenberg-Marquardt 0.05410000000000001 0.10790228370724536
Levenberg-Marquardt 0.05450000000000001 0.10747752583794047
Levenberg-Marquardt 0.054900000000000004 0.10706260862443133
Levenberg-Marquardt 0.0553 0.10664629494971638
Levenberg-Marquardt 0.0557 0.10623418323428718
Levenberg-Marquardt 0.0561 0.10582620470873878
Levenberg-Marquardt 0.05650000000000001 0.10542716741755245
Levenberg-Marquardt 0.056900000000000006 0.10502711147731915
Levenberg-Marquardt 0.057300000000000004 0.10463098911058268
Levenberg-Marquardt 0.0577 0.10423873755770932
Levenberg-Marquardt 0.0581 0.10385029111699909
Levenberg-Marquardt 0.05850000000000001 0.10346985912286873
Levenberg-Marquardt 0.05890000000000001 0.10308873452542902
Levenberg-Marquardt 0.059300000000000005 0.10271124022284078
Levenberg-Marquardt 0.0597 0.10233731622622028
Levenberg-Marquardt 0.0601 0.10197078345436582