hestonmodelhelper.hpp

Langue: en

Autres versions - même langue

Version: 383512 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/models/equity/hestonmodelhelper.hpp -

Heston-model calibration helper.

SYNOPSIS


#include <ql/models/calibrationhelper.hpp>
#include <ql/instruments/vanillaoption.hpp>

Classes


class HestonModelHelper
calibration helper for Heston model

Detailed Description

Heston-model calibration helper.

Author

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