QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
hestonprocess.hpp File Reference

Heston stochastic process. More...

#include <ql/stochasticprocess.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/quote.hpp>

Go to the source code of this file.

Classes

class  HestonProcess
 Square-root stochastic-volatility Heston process. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Heston stochastic process.

Definition in file hestonprocess.hpp.