- QuantLib
- HestonModelHelper
 
calibration helper for Heston model More...
#include <ql/models/equity/hestonmodelhelper.hpp>

| Public Member Functions | |
| HestonModelHelper (const Period &maturity, const Calendar &calendar, const Real s0, const Real strikePrice, const Handle< Quote > &volatility, const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > ÷ndYield, CalibrationHelper::CalibrationErrorType errorType=CalibrationHelper::RelativePriceError) | |
| void | addTimesTo (std::list< Time > &) const | 
| Real | modelValue () const | 
| returns the price of the instrument according to the model | |
| Real | blackPrice (Real volatility) const | 
| Black price given a volatility. | |
| Time | maturity () const | 
calibration helper for Heston model