Choosing "strike" in the "Price a Swaption Using the SABR Model" document

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Caner
Caner on 17 Dec 2022
Answered: Dolon Mandal on 20 Dec 2022
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

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Answers (1)

Dolon Mandal
Dolon Mandal on 20 Dec 2022
@Caner This documentation might be of help.

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