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explicit_fit_sabr_0479_beta1.txt~
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Method Strike Volatility
Reference 1008.0 0.37884288275669287
Reference 1209.6 0.34377695073916537
Reference 1411.2 0.3144570820243975
Reference 1612.8 0.2901453304101825
Reference 1814.4 0.27071806664538084
Reference 1915.2 0.26289906441165245
Reference 2016.0 0.2563879506401287
Reference 2116.8 0.251199582309137
Reference 2217.6 0.2473162561484559
Reference 2419.2 0.2431891444006864
Reference 2620.8 0.24311279990804216
Reference 3024.0 0.2506094629538411
Parabola 1008.0 0.4359411247323437
Parabola 1028.16 0.42806714002909
Parabola 1048.32 0.42050280295871856
Parabola 1068.48 0.413233358873051
Parabola 1088.64 0.4062449901287975
Parabola 1108.8 0.39952474133078547
Parabola 1128.96 0.3930604517380911
Parabola 1149.12 0.38684069403480975
Parabola 1169.28 0.3808547187682729
Parabola 1189.44 0.37509240384431713
Parabola 1209.6 0.36954420854393244
Parabola 1229.76 0.36420113159013323
Parabola 1249.92 0.3590546728497279
Parabola 1270.08 0.3540967983031014
Parabola 1290.24 0.34931990795725626
Parabola 1310.4 0.3447168064140759
Parabola 1330.56 0.340280675837854
Parabola 1350.72 0.33600505109421663
Parabola 1370.88 0.3318837968572059
Parabola 1391.04 0.32791108650294476
Parabola 1411.2 0.3240813826273869
Parabola 1431.3600000000001 0.32038941904248464
Parabola 1451.52 0.31683018411998953
Parabola 1471.68 0.3133989053652846
Parabola 1491.84 0.31009103511533626
Parabola 1512.0 0.30690223726524785
Parabola 1532.1599999999999 0.30382837493714726
Parabola 1552.3200000000002 0.3008654990133857
Parabola 1572.48 0.29800983746339066
Parabola 1592.6399999999999 0.2952577854000993
Parabola 1612.8 0.2926058958077986
Parabola 1632.96 0.2900508708884868
Parabola 1653.12 0.2875895539786185
Parabola 1673.28 0.2852189219923742
Parabola 1693.44 0.2829360783514366
Parabola 1713.6 0.28073824636472683
Parabola 1733.76 0.2786227630246879
Parabola 1753.92 0.2765870731895295
Parabola 1774.08 0.27462872412341377
Parabola 1794.24 0.27274536036888103
Parabola 1814.4 0.27093471892792176
Parabola 1834.56 0.2691946247300108
Parabola 1854.72 0.26752298636716115
Parabola 1874.88 0.26591779207763466
Parabola 1895.04 0.2643771059613887
Parabola 1915.2 0.26289906441165245
Parabola 1935.3600000000001 0.2614818727482263
Parabola 1955.52 0.26012380203919355
Parabola 1975.6799999999998 0.2588231860987365
Parabola 1995.8400000000001 0.2575784186496679
Parabola 2016.0 0.2563879506401287
Parabola 2036.16 0.255250287704673
Parabola 2056.3199999999997 0.254163987760674
Parabola 2076.48 0.2531276587316294
Parabola 2096.6400000000003 0.2521399563895465
Parabola 2116.8 0.25119958230913697
Parabola 2136.96 0.2503052819270574
Parabola 2157.12 0.2494558426998993
Parabola 2177.2799999999997 0.24865009235506408
Parabola 2197.44 0.24788689722905546
Parabola 2217.6 0.24716516068808872
Parabola 2237.76 0.2464838216262582
Parabola 2257.92 0.24584185303681663
Parabola 2278.08 0.24523826065241205
Parabola 2298.24 0.2446720816503974
Parabola 2318.4 0.24414238341957806
Parabola 2338.56 0.24364826238499462
Parabola 2358.7200000000003 0.24318884288755266
Parabola 2378.88 0.24276327611551277
Parabola 2399.04 0.2423707390850384
Parabola 2419.2 0.2420104336671733
Parabola 2439.3599999999997 0.24168158565878062
Parabola 2459.52 0.24138344389512503
Parabola 2479.6800000000003 0.24111527940192057
Parabola 2499.84 0.24087638458479543
Parabola 2520.0 0.2406660724542466
Parabola 2540.16 0.24048367588427189
Parabola 2560.3199999999997 0.24032854690297117
Parabola 2580.48 0.2402000560135081
Parabola 2600.6400000000003 0.2400975915439168
Parabola 2620.8 0.24002055902432323
Parabola 2640.96 0.23996838059023312
Parabola 2661.12 0.23994049441061313
Parabola 2681.2799999999997 0.2399363541395634
Parabola 2701.44 0.23995542839044678
Parabola 2721.6 0.23999720023140103
Parabola 2741.76 0.24006116670122024
Parabola 2761.92 0.240146838344646
Parabola 2782.08 0.24025373876616055
Parabola 2802.24 0.24038140420142243
Parabola 2822.4 0.2405293831055318
Parabola 2842.56 0.24069723575735363
Parabola 2862.7200000000003 0.24088453387916908
Parabola 2882.88 0.24109086027096238
Parabola 2903.04 0.2413158084586863
Parabola 2923.2 0.2415589823558834
Parabola 2943.3599999999997 0.24181999593807157
Parabola 2963.52 0.2420984729293325
Parabola 2983.6800000000003 0.24239404650056992
Parabola 3003.84 0.24270635897893073
Parabola 3024.0 0.24303506156790808
Explicit-alpha0 1008.0 0.37923780036742105
Explicit-alpha0 1028.16 0.3754550023975905
Explicit-alpha0 1048.32 0.37174317124401685
Explicit-alpha0 1068.48 0.36810022014433375
Explicit-alpha0 1088.64 0.3645242059838214
Explicit-alpha0 1108.8 0.3610133202598542
Explicit-alpha0 1128.96 0.3575658808987779
Explicit-alpha0 1149.12 0.35418032483402384
Explicit-alpha0 1169.28 0.3508552012647294
Explicit-alpha0 1189.44 0.3475891655231075
Explicit-alpha0 1209.6 0.34438097348647634
Explicit-alpha0 1229.76 0.34122947647644075
Explicit-alpha0 1249.92 0.33813361659334
Explicit-alpha0 1270.08 0.3350924224388739
Explicit-alpha0 1290.24 0.3321050051839156
Explicit-alpha0 1310.4 0.3291705549419871
Explicit-alpha0 1330.56 0.32628833741180413
Explicit-alpha0 1350.72 0.3234576907547621
Explicit-alpha0 1370.88 0.3206780226752898
Explicit-alpha0 1391.04 0.3179488076736916
Explicit-alpha0 1411.2 0.31526958444250425
Explicit-alpha0 1431.3600000000001 0.3126399533785264
Explicit-alpha0 1451.52 0.3100595741836096
Explicit-alpha0 1471.68 0.30752816352805695
Explicit-alpha0 1491.84 0.3050454927511052
Explicit-alpha0 1512.0 0.30261138557351847
Explicit-alpha0 1532.1599999999999 0.30022571579783613
Explicit-alpha0 1552.3200000000002 0.29788840497234387
Explicit-alpha0 1572.48 0.2955994199954283
Explicit-alpha0 1592.6399999999999 0.2933587706376793
Explicit-alpha0 1612.8 0.2911665069599768
Explicit-alpha0 1632.96 0.28902271660690915
Explicit-alpha0 1653.12 0.2869275219562403
Explicit-alpha0 1673.28 0.2848810771068833
Explicit-alpha0 1693.44 0.28288356468994447
Explicit-alpha0 1713.6 0.2809351924899699
Explicit-alpha0 1733.76 0.2790361898665719
Explicit-alpha0 1753.92 0.27718680397017154
Explicit-alpha0 1774.08 0.2753872957496917
Explicit-alpha0 1794.24 0.2736379357546545
Explicit-alpha0 1814.4 0.2719389997392779
Explicit-alpha0 1834.56 0.2702907640817462
Explicit-alpha0 1854.72 0.26869350103781997
Explicit-alpha0 1874.88 0.2671474738541875
Explicit-alpha0 1895.04 0.26565293177336347
Explicit-alpha0 1915.2 0.26421010496830283
Explicit-alpha0 1935.3600000000001 0.26281919945101484
Explicit-alpha0 1955.52 0.26148039200519946
Explicit-alpha0 1975.6799999999998 0.26019382519790285
Explicit-alpha0 1995.8400000000001 0.2589596025293302
Explicit-alpha0 2016.0 0.25777778378290894
Explicit-alpha0 2036.16 0.25664838063926915
Explicit-alpha0 2056.3199999999997 0.25557135261790304
Explicit-alpha0 2076.48 0.2545466034086224
Explicit-alpha0 2096.6400000000003 0.25357397765154016
Explicit-alpha0 2116.8 0.2526532582192041
Explicit-alpha0 2136.96 0.2517841640476021
Explicit-alpha0 2157.12 0.25096634855441907
Explicit-alpha0 2177.2799999999997 0.2501993986731328
Explicit-alpha0 2197.44 0.249482834520776
Explicit-alpha0 2217.6 0.24881610970566137
Explicit-alpha0 2237.76 0.24819861226952866
Explicit-alpha0 2257.92 0.24762966624680346
Explicit-alpha0 2278.08 0.24710853381232645
Explicit-alpha0 2298.24 0.24663441797847235
Explicit-alpha0 2318.4 0.2462064657932516
Explicit-alpha0 2338.56 0.2458237719831837
Explicit-alpha0 2358.7200000000003 0.2454853829785396
Explicit-alpha0 2378.88 0.24519030125417995
Explicit-alpha0 2399.04 0.24493748991668743
Explicit-alpha0 2419.2 0.2447258774677648
Explicit-alpha0 2439.3599999999997 0.24455436267488462
Explicit-alpha0 2459.52 0.2444218194827268
Explicit-alpha0 2479.6800000000003 0.24432710190286888
Explicit-alpha0 2499.84 0.24426904882422504
Explicit-alpha0 2520.0 0.2442464886926261
Explicit-alpha0 2540.16 0.244258244014443
Explicit-alpha0 2560.3199999999997 0.2443031356459984
Explicit-alpha0 2580.48 0.24437998683749051
Explicit-alpha0 2600.6400000000003 0.2444876270070281
Explicit-alpha0 2620.8 0.24462489522699435
Explicit-alpha0 2640.96 0.24479064341116005
Explicit-alpha0 2661.12 0.2449837391966557
Explicit-alpha0 2681.2799999999997 0.24520306852000817
Explicit-alpha0 2701.44 0.2454475378909042
Explicit-alpha0 2721.6 0.24571607637114584
Explicit-alpha0 2741.76 0.2460076372694172
Explicit-alpha0 2761.92 0.2463211995650098
Explicit-alpha0 2782.08 0.24665576907559297
Explicit-alpha0 2802.24 0.2470103793855198
Explicit-alpha0 2822.4 0.24738409255207897
Explicit-alpha0 2842.56 0.24777599960759292
Explicit-alpha0 2862.7200000000003 0.24818522087539951
Explicit-alpha0 2882.88 0.24861090611757053
Explicit-alpha0 2903.04 0.2490522345317968
Explicit-alpha0 2923.2 0.24950841461423606
Explicit-alpha0 2943.3599999999997 0.24997868390434205
Explicit-alpha0 2963.52 0.25046230862679636
Explicit-alpha0 2983.6800000000003 0.2509585832446908
Explicit-alpha0 3003.84 0.2514668299370979
Explicit-alpha0 3024.0 0.251986398013127
Explicit-alpha1 1008.0 0.3791237362755949
Explicit-alpha1 1028.16 0.3753104960920811
Explicit-alpha1 1048.32 0.37156843628746034
Explicit-alpha1 1068.48 0.36789545678321844
Explicit-alpha1 1088.64 0.3642896021235989
Explicit-alpha1 1108.8 0.3607490524147103
Explicit-alpha1 1128.96 0.35727211512289697
Explicit-alpha1 1149.12 0.3538572176407894
Explicit-alpha1 1169.28 0.3505029005399764
Explicit-alpha1 1189.44 0.34720781143825136
Explicit-alpha1 1209.6 0.34397069941709574
Explicit-alpha1 1229.76 0.3407904099316611
Explicit-alpha1 1249.92 0.337665880161152
Explicit-alpha1 1270.08 0.33459613475232086
Explicit-alpha1 1290.24 0.33158028191286715
Explicit-alpha1 1310.4 0.328617509815004
Explicit-alpha1 1330.56 0.32570708327235104
Explicit-alpha1 1350.72 0.32284834065575413
Explicit-alpha1 1370.88 0.320040691015636
Explicit-alpha1 1391.04 0.31728361138013245
Explicit-alpha1 1411.2 0.314576644199597
Explicit-alpha1 1431.3600000000001 0.3119193949091212
Explicit-alpha1 1451.52 0.30931152958155117
Explicit-alpha1 1471.68 0.30675277264414086
Explicit-alpha1 1491.84 0.30424290463249826
Explicit-alpha1 1512.0 0.3017817599559055
Explicit-alpha1 1532.1599999999999 0.29936922464847876
Explicit-alpha1 1552.3200000000002 0.2970052340810141
Explicit-alpha1 1572.48 0.29468977060881235
Explicit-alpha1 1592.6399999999999 0.29242286113132976
Explicit-alpha1 1612.8 0.2902045745402322
Explicit-alpha1 1632.96 0.2880350190333919
Explicit-alpha1 1653.12 0.28591433927363336
Explicit-alpha1 1673.28 0.28384271337265166
Explicit-alpha1 1693.44 0.28182034968258546
Explicit-alpha1 1713.6 0.27984748338025334
Explicit-alpha1 1733.76 0.2779243728321324
Explicit-alpha1 1753.92 0.2760512957318059
Explicit-alpha1 1774.08 0.2742285450058529
Explicit-alpha1 1794.24 0.27245642448901
Explicit-alpha1 1814.4 0.2707352443748964
Explicit-alpha1 1834.56 0.26906531645459447
Explicit-alpha1 1854.72 0.2674469491618648
Explicit-alpha1 1874.88 0.2658804424506344
Explicit-alpha1 1895.04 0.2643660825374627
Explicit-alpha1 1915.2 0.2629041365488253
Explicit-alpha1 1935.3600000000001 0.2614948471199969
Explicit-alpha1 1955.52 0.2601384269988504
Explicit-alpha1 1975.6799999999998 0.2588350537137542
Explicit-alpha1 1995.8400000000001 0.2575848643696587
Explicit-alpha1 2016.0 0.25638795064012876
Explicit-alpha1 2036.16 0.2552443540253271
Explicit-alpha1 2056.3199999999997 0.25415406144642316
Explicit-alpha1 2076.48 0.2531170012455576
Explicit-alpha1 2096.6400000000003 0.25213303965718453
Explicit-alpha1 2116.8 0.2512019778112464
Explicit-alpha1 2136.96 0.2503235493213504
Explicit-alpha1 2157.12 0.24949741850206927
Explicit-alpha1 2177.2799999999997 0.248723179248792
Explicit-alpha1 2197.44 0.24800035460168737
Explicit-alpha1 2217.6 0.24732839700255158
Explicit-alpha1 2237.76 0.24670668924012698
Explicit-alpha1 2257.92 0.24613454606629107
Explicit-alpha1 2278.08 0.24561121645281717
Explicit-alpha1 2298.24 0.2451358864466304
Explicit-alpha1 2318.4 0.24470768257100978
Explicit-alpha1 2338.56 0.24432567571134556
Explicit-alpha1 2358.7200000000003 0.24398888541709193
Explicit-alpha1 2378.88 0.2436962845466249
Explicit-alpha1 2399.04 0.2434468041788497
Explicit-alpha1 2419.2 0.24323933871461723
Explicit-alpha1 2439.3599999999997 0.24307275109214505
Explicit-alpha1 2459.52 0.24294587804355308
Explicit-alpha1 2479.6800000000003 0.24285753532404322
Explicit-alpha1 2499.84 0.24280652285093945
Explicit-alpha1 2520.0 0.2427916296964302
Explicit-alpha1 2540.16 0.24281163888515073
Explicit-alpha1 2560.3199999999997 0.24286533195540277
Explicit-alpha1 2580.48 0.24295149325057747
Explicit-alpha1 2600.6400000000003 0.2430689139149815
Explicit-alpha1 2620.8 0.2432163955755861
Explicit-alpha1 2640.96 0.24339275369804442
Explicit-alpha1 2661.12 0.24359682061154694
Explicit-alpha1 2681.2799999999997 0.24382744820264024
Explicit-alpha1 2701.44 0.2440835102829439
Explicit-alpha1 2721.6 0.24436390463978608
Explicit-alpha1 2741.76 0.24466755478212535
Explicit-alpha1 2761.92 0.24499341139678027
Explicit-alpha1 2782.08 0.24534045353198744
Explicit-alpha1 2802.24 0.24570768952672065
Explicit-alpha1 2822.4 0.24609415770508636
Explicit-alpha1 2842.56 0.24649892685553046
Explicit-alpha1 2862.7200000000003 0.2469210965146266
Explicit-alpha1 2882.88 0.24735979707491643
Explicit-alpha1 2903.04 0.2478141897357179
Explicit-alpha1 2923.2 0.2482834663150491
Explicit-alpha1 2943.3599999999997 0.24876684893989254
Explicit-alpha1 2963.52 0.24926358963099537
Explicit-alpha1 2983.6800000000003 0.2497729697972957
Explicit-alpha1 3003.84 0.2502942996539187
Explicit-alpha1 3024.0 0.2508269175765404