quantlib.models.equity.heston_model.HestonModelHelper

class HestonModelHelper(Period maturity, Calendar calendar, Real s0, Real strike_price, Quote volatility, YieldTermStructure risk_free_rate, YieldTermStructure dividend_yield, CalibrationErrorType error_type=_ch.RelativePriceError)

Bases: BlackCalibrationHelper

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
black_price(self, double volatility)
calibration_error(self)
impliedVolatility(self, Real targetValue, ...)
market_value(self)
model_value(self)
set_pricing_engine(self, PricingEngine engine)