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Let's say that I have a calibrated SABR model in FX market (eg for Eurodollar options). So I have estimated values of beta, rho, alpha, and vol of vol. How do I map the calibration in a (strike, vol)-graph. How mathematically challenging would that process be?

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    $\begingroup$ instead of Eurodollar (interest rate futures) you probable mean EUR/USD (FX) options $\endgroup$ – alex Mar 16 at 4:12
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You would simply calculate the prices of various strike options using your parameters, then calculate the black scholes implied vol of each option. Did I miss the point of your question ?

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