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hestonmodelhelper.hpp
Langue: en
Version: 383512 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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