QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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hybrid equity (heston model) with stochastic interest rates (hull white model) More...
#include <ql/processes/hestonprocess.hpp>
#include <ql/processes/hullwhiteprocess.hpp>
#include <ql/processes/jointstochasticprocess.hpp>
#include <ql/models/shortrate/onefactormodels/hullwhite.hpp>
Go to the source code of this file.
Classes | |
class | HybridHestonHullWhiteProcess |
Hybrid Heston Hull-White stochastic process. More... | |
Namespaces | |
namespace | QuantLib |
hybrid equity (heston model) with stochastic interest rates (hull white model)
Definition in file hybridhestonhullwhiteprocess.hpp.