quantlib.models.equity.bates_model.
BatesDoubleExpModel¶
- class BatesDoubleExpModel(HestonProcess process, Lambda=0.1, nuUp=0.1, nuDown=0.1, p=0.5)¶
Bases:
HestonModel
- Attributes:
Methods
calibrate
(self, list helpers, ...)process
(self)underlying process