QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
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