quantlib.models.equity.bates_model.BatesDoubleExpModel

class BatesDoubleExpModel(HestonProcess process, Lambda=0.1, nuUp=0.1, nuDown=0.1, p=0.5)

Bases: HestonModel

__init__(*args, **kwargs)

Methods

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

Attributes

Lambda
kappa
nuDown
nuUp
p
rho
sigma
theta
v0