1 files changed, 0 insertions, 16 deletions
diff --git a/python/analytics/sabr.py b/python/analytics/sabr.py
index 7d66f1da..71b42cad 100644
--- a/python/analytics/sabr.py
+++ b/python/analytics/sabr.py
@@ -1,14 +1,8 @@
 import datetime
 import math
 import numpy as np
-from numba import jit, float64
 
 
-@jit(
-    float64(float64, float64, float64, float64, float64, float64),
-    cache=True,
-    nopython=True,
-)
 def sabr_lognormal(alpha, rho, nu, F, K, T):
     A = 1 + (0.25 * (alpha * nu * rho) + nu * nu * (2 - 3 * rho * rho) / 24.0) * T
     if F == K:
@@ -21,11 +15,6 @@ def sabr_lognormal(alpha, rho, nu, F, K, T):
     return VOL
 
 
-@jit(
-    float64(float64, float64, float64, float64, float64, float64),
-    cache=True,
-    nopython=True,
-)
 def sabr_normal(alpha, rho, nu, F, K, T):
     if F == K:
         V = F
@@ -55,11 +44,6 @@ def sabr_normal(alpha, rho, nu, F, K, T):
     return VOL
 
 
-@jit(
-    float64(float64, float64, float64, float64, float64, float64, float64),
-    cache=True,
-    nopython=True,
-)
 def sabr(alpha, beta, rho, nu, F, K, T):
     if beta == 0.0:
         return sabr_normal(alpha, rho, nu, F, K, T)