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hestonmodelhelper.hpp File Reference


Detailed Description

Heston-model calibration helper.

Definition in file hestonmodelhelper.hpp.

#include <ql/models/calibrationhelper.hpp>
#include <ql/instruments/vanillaoption.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::HestonModelHelper
 calibration helper for Heston model More...


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