quantlib.models.equity.heston_model.HestonModel

class HestonModel(HestonProcess process)

Bases: object

__init__(*args, **kwargs)

Methods

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

Attributes

kappa
rho
sigma
theta
v0

calibrate(self, list helpers, OptimizationMethod method, EndCriteria end_criteria, Constraint constraint=Constraint(), vector[Real] weights=[], vector[bool] fix_parameters=[])

process(self)