class_docstr: Tests for the SABR approximations to implied volatility.
class_docstr_tok: ["Tests","for","the","SABR","approximations","to","implied","volatility","."]
code: def test_implied_volatility_normal_correctness(
      self,
      forwards,
      strikes,
      expiries,
      alpha,
      beta,
      rho,
      volvol,
      expected_vol,
      dtype,
  ):
      equiv_vol = tff.models.sabr.approximations.implied_volatility(
          forwards=forwards,
          strikes=strikes,
          expiries=expiries,
          alpha=alpha,
          beta=beta,
          rho=rho,
          volvol=volvol,
          dtype=dtype,
          volatility_type=NORMAL,
      )
      equiv_vol = self.evaluate(equiv_vol)
      self.assertAllClose(expected_vol, equiv_vol, atol=5e-3, rtol=1e-3)
  
file_path: tf-quant-finance/tf_quant_finance/models/sabr/approximations/implied_volatility_test.py
imports: from absl.testing import parameterized
  import numpy
  import tensorflow.compat.v2
  import tf_quant_finance
  from tensorflow.python.framework import test_util
label_desc: Use image node_id 4 for calling the SabrApproximationImpliedVolatilityTest obj's underlying member method code with example usage: obj.test_implied_volatility_normal_correctness(forwards, strikes, expiries, alpha, beta, rho, volvol, expected_vol, dtype) without return types