What is the industry practice in calibrating SABR Libor Market Model? Do you first calibrate the SABR model using market data and then implement the libor market model with the calibrated parameters?

I am reading a paper from Hagan and Lesniewski "LIBOR market model with SABR style stochastic volatility" and the paper provides a closed form approximation for swaption vol in SABR/LMM. It is more complex with the introduction of kernels. I am not able to find any implementation online using Hagan and Lesniewski's paper. Anyone calibrates SABR/LMM model using this approach?


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