I would like someone to build me a SABR Swaption Pricing Model for a fee

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william parry-okeden
回答： Steven Lord 2023-5-18
https://au.mathworks.com/help/fininst/price-swaption-using-sabr-model-and-analytic-pricer.html
it would be great if this coiuld be built on a Webbased user interface that coiuld be shared in real time across a desk of 4 brokers pricing options
we would can provide all the SABR imputs
we would like to be able to price various outputs on that given various curves
eg USD , JPY ,EUR , AUD and NZD to start

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回答（1 个）

Steven Lord
Steven Lord 2023-5-18
You may want to contact the MathWorks Consulting department and discuss with that group your needs and what would be required to achieve those needs.

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