SABR Model, R, QuantLib

[Tolga Uzuner]

Has anyone tried to fit the SABR parameters to an equity vol surface and
then price barrier options with the fitted parameters using QuantLib in R ?
Thanks,
Tolga

[Ferdinando Ametrano-4]

Tolga Uzuner wrote:

> Has anyone tried to fit the SABR parameters to an equity vol surface
> and then price barrier options with the fitted parameters using
> QuantLib in R ?

none we know of...

ciao -- Nando