Hello,

I am trying to make some test with your SABR calibrator through the SabrIborCapletFloorletVolatilityCalibrationDefinition.

When using this class with parameters beta=0.0 and shift=0.0 (using *ofFixedBeta* method) and in conjuntion with the SabrIborCapletFloorletVolatilityCalibrator, the following message arises “forward must be greater than zero” from the at SabrHaganVolatilityFunctionProvider.volatility().

Assuming that, is there any implementation left from your side to allow negative forwards or am I missing something?

Thank you very much!