QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
batesmodel.hpp File Reference

extended versions of the Heston model More...

#include <ql/processes/batesprocess.hpp>
#include <ql/models/equity/hestonmodel.hpp>

Go to the source code of this file.

Classes

class  BatesModel
 Bates stochastic-volatility model. More...
 
class  BatesDetJumpModel
 
class  BatesDoubleExpModel
 
class  BatesDoubleExpDetJumpModel
 

Namespaces

namespace  QuantLib
 

Detailed Description

extended versions of the Heston model

Definition in file batesmodel.hpp.