quantlib.models.equity.bates_model.BatesDoubleExpDetJumpModel

class BatesDoubleExpDetJumpModel(HestonProcess process, Lambda=0.1, nuUp=0.1, nuDown=0.1, p=0.5, kappaLambda=1.0, thetaLambda=.1)

Bases: BatesDoubleExpModel

__init__(*args, **kwargs)

Methods

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

Attributes

Lambda
kappa
kappaLambda
nuDown
nuUp
p
rho
sigma
theta
thetaLambda
v0