quantlib.models.equity.bates_model.BatesDetJumpModel

class BatesDetJumpModel(BatesProcess process, kappaLambda=1.0, thetaLambda=0.1)

Bases: BatesModel

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
calibrate(self, list helpers, ...)
process(self)

Attributes

Lambda
delta
kappa
kappaLambda
nu
rho
sigma
theta
thetaLambda
v0