sourCEntral - mobile manpages

pdf

ql/models/equity/piecewisetimedependenthestonmodel.hpp

NAME

ql/models/equity/piecewisetimedependenthestonmodel.hpp −

piecewise constant time dependent Heston-model

SYNOPSIS

#include <ql/timegrid.hpp>
#include <ql/models/model.hpp>

Classes

class PiecewiseTimeDependentHestonModel
Piecewise time dependent Heston model.

Detailed Description

piecewise constant time dependent Heston-model

Author

Generated automatically by Doxygen for QuantLib from the source code.

pdf