A free/open-source library for quantitative finance
Reference manual - version 1.20
ql
models
equity
equity Directory Reference
Files
file
batesmodel.hpp
extended versions of the Heston model
file
gjrgarchmodel.hpp
GJR-GARCH model for the stochastic volatility of an asset.
file
hestonmodel.hpp
Heston model for the stochastic volatility of an asset.
file
hestonmodelhelper.hpp
Heston-model calibration helper.
file
piecewisetimedependenthestonmodel.hpp
piecewise constant time dependent Heston-model
Generated by
Doxygen
1.9.0