quantlib.models.equity.heston_model.
HestonModelHelper¶
- class HestonModelHelper(Period maturity, Calendar calendar, Real s0, Real strike_price, Quote volatility, HandleYieldTermStructure risk_free_rate, HandleYieldTermStructure dividend_yield, CalibrationErrorType error_type=_ch.RelativePriceError)¶
Bases:
BlackCalibrationHelper
Methods
black_price
(self, double volatility)calibration_error
(self)impliedVolatility
(self, Real targetValue, ...)market_value
(self)model_value
(self)set_pricing_engine
(self, PricingEngine engine)