20#include <ql/models/equity/hestonmodel.hpp>
21#include <ql/quotes/simplequote.hpp>
Constraint imposing all arguments to be in [low,high]
std::vector< Parameter > arguments_
Standard constant parameter .
ext::shared_ptr< HestonProcess > process_
ext::shared_ptr< HestonProcess > process() const
void generateArguments() override
HestonModel(const ext::shared_ptr< HestonProcess > &process)
Square-root stochastic-volatility Heston process.
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
Constraint imposing positivity to all arguments