QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
extended versions of the Heston model More...
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 |
extended versions of the Heston model
Definition in file batesmodel.hpp.