ql/ShortRateModels/TwoFactorModels/hestonmodel.hpp File Reference
Detailed Description
Heston model for the stochastic volatility of an asset.
#include <ql/ShortRateModels/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... | |