quantlib.models.equity.bates_model.BatesModel

class BatesModel(BatesProcess process)

Bases: HestonModel

__init__(*args, **kwargs)

Methods

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

Attributes

Lambda
delta
kappa
nu
rho
sigma
theta
v0

process(self)