ql/models/equity/batesmodel.hpp File Reference

extended versions of the Heston model More...

#include <ql/processes/batesprocess.hpp>
#include <ql/models/equity/hestonmodel.hpp>
Include dependency graph for batesmodel.hpp:

Classes

class  BatesModel
 Bates stochastic-volatility model. More...

Detailed Description

extended versions of the Heston model