SABRW = Stochastic Alpha Beta Rho and Weight model

In this context, SABRW most likely refers to the Stochastic Alpha, Beta, Rho, and Weight model (SABR-W). It is an extension of the SABR (Stochastic Alpha Beta Rho) model, which is widely used in derivatives pricing, particularly for volatility smile fitting and calibration in interest rate and equity derivatives markets.

It extends the standard model by adding a 'Weight' component, which helps refine the calibration process for certain markets.