quantlib.pricingengines.vanilla.analytic_heston_engine.

AnalyticHestonEngine

class AnalyticHestonEngine(HestonModel model, ComplexLogFormula cpx_log=ComplexLogFormula.Gatheral, Integration itg=Integration.gaussLaguerre(128), Real andersen_piterbarg_epsilon=1e-8)

Bases: PricingEngine