• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

implementation of ZABR by Jesper Andreasen

Daniel Duffy

C++ author, trainer
Part of the fun is actually programming it yourself. Anyways,

The book on Financial Modelling by Joerg Kienitz and Daniel Wetterau has Matlab code for SABR. You might be able to adapt/extend it for ZABR.