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...