ql/models/equity/hestonmodel.hpp File Reference
Detailed Description
Heston model for the stochastic volatility of an asset.
#include <ql/models/model.hpp>
#include <ql/processes/hestonprocess.hpp>
Include dependency graph for hestonmodel.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | HestonModel |
Heston model for the stochastic volatility of an asset. More... |