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hestonprocess.hpp File Reference

Heston stochastic process. More...

#include <ql/stochasticprocess.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/quote.hpp>
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Classes

class  QuantLib::HestonProcess
 Square-root stochastic-volatility Heston process. More...

Detailed Description

Heston stochastic process.

Definition in file hestonprocess.hpp.


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