24#ifndef quantlib_bates_model_hpp
25#define quantlib_bates_model_hpp
59 const ext::shared_ptr<BatesProcess> &
process,
70 const ext::shared_ptr<HestonProcess> &
process,
83 const ext::shared_ptr<HestonProcess> &
process,
Bates stochastic process, Heston process plus compound Poisson process plus log-normal jump diffusion...
Bates stochastic-volatility model.
void generateArguments() override
std::vector< Parameter > arguments_
Heston model for the stochastic volatility of an asset.
ext::shared_ptr< HestonProcess > process() const
Heston model for the stochastic volatility of an asset.