SABR, Calibration, C++

https://github.com/vidalalcala/SABR-calibration

https://rkapl123.github.io/QLAnnotatedSource/df/dae/sabr_8cpp_source.html

https://rkapl123.github.io/QLAnnotatedSource/df/dae/sabr_8cpp_source.html

https://github.com/ShixiangSeanZhang/SABR-Model/blob/master/SABR.cpp

http://www.axelvogt.de/axalom/SABR.pdf

https://letianquant.files.wordpress.com/2016/01/12-sabr-model.pdf