batesmodel.hpp File Reference

extended versions of the Heston model More...

#include <ql/processes/batesprocess.hpp>
#include <ql/models/equity/hestonmodel.hpp>

Go to the source code of this file.

Classes
class	BatesModel
	Bates stochastic-volatility model. More...
class	BatesDetJumpModel
class	BatesDoubleExpModel
class	BatesDoubleExpDetJumpModel

Namespaces
namespace	QuantLib

Detailed Description

extended versions of the Heston model

Definition in file batesmodel.hpp.