QuantLib: ql/models/equity Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

equity Directory Reference

## Files
file | batesmodel.hpp
| extended versions of the Heston model
file | gjrgarchmodel.hpp
| GJR-GARCH model for the stochastic volatility of an asset.
file | hestonmodel.hpp
| Heston model for the stochastic volatility of an asset.
file | hestonmodelhelper.hpp
| Heston-model calibration helper.
file | piecewisetimedependenthestonmodel.hpp
| piecewise constant time dependent Heston-model