quantlib.pricingengines.vanilla.vanilla.
AnalyticHestonHullWhiteEngine
¶
class
AnalyticHestonHullWhiteEngine
(
HestonModel
heston_model
,
HullWhite
hw_model
,
int
integration_order=144
)
¶
Bases:
PricingEngine
Quantlib cython wrapper
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