ql/processes/hestonprocess.hpp File Reference
Detailed Description
Heston stochastic process.
#include <ql/stochasticprocess.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/quote.hpp>
Include dependency graph for hestonprocess.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | HestonProcess |
Square-root stochastic-volatility Heston process. More... |