# ynouri/pysabr

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611 stars · 104 forks · Jupyter Notebook · MIT

## Links

- GitHub: https://github.com/ynouri/pysabr
- awesome-repositories: https://awesome-repositories.com/repository/ynouri-pysabr.md

## Description

SABR model Python implementation

## Tags

### Part of an Awesome List

- [Financial Instruments and Pricing](https://awesome-repositories.com/f/awesome-lists/data/financial-instruments-and-pricing.md) — Implementation of the SABR model for interest rate derivatives.