`ArbitrageFreeSABR.SABRMaturity`

— TypeStructure for the parameters of the SABR model for a given option maturity

`ArbitrageFreeSABR.TransformedDensity`

— TypeProbability density in the finite difference grid, at a given time, expressed in the transformed coordinate theta

`ArbitrageFreeSABR.bachelierFormula`

— MethodPrice of a vanilla option under the Bachelier/Normal model

`ArbitrageFreeSABR.bachelierVolatility`

— MethodImplied volatility of a vanilla option under the Bachelier/Normal model

`ArbitrageFreeSABR.blackScholesFormula`

— MethodPrice of a vanilla option under the Black-Scholes model

`ArbitrageFreeSABR.impliedVolatilityLiSORTS`

— MethodImplied volatility of a vanilla option under the Black-Scholes model via Li SOR-TS algorithm