<t>Our book SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python will be soon published. The book is mainly targeting junior quants/risk managers and the style is rather applied. There are several ideas and implementation details which can be easily transferred to other...

Hi,We describe a couple of methods of its calibration in our soon to be published book . For one of the two we also provide calibration examples done on real market data.