Choosing "strike" in the "Price a Swaption Using the SABR Model" document
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Hi,
May I know how the value assigned as "strike" is determined in the Price a Swaption Using the SABR Model document?
I think this value is related to "MarketStrikes" defined at the beginning but I didn't see that clearly.
Thanks in advance
Answers (1)
Dolon Mandal
on 20 Dec 2022
0 votes
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