ql/models/equity/batesmodel.hpp File Reference
Detailed Description
extended versions of the Heston model
#include <ql/models/equity/hestonmodel.hpp>
Include dependency graph for batesmodel.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | BatesModel |
| Bates stochastic-volatility model. More... | |