hestonrndcalculator.hpp File Reference

risk neutral terminal density calculator for the Heston stochastic volatility model More...

#include <ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp>
#include <ql/shared_ptr.hpp>

Go to the source code of this file.

Classes
class	HestonRNDCalculator
	Risk neutral terminal probability density for the Heston model. More...

Namespaces
namespace	QuantLib

Detailed Description

risk neutral terminal density calculator for the Heston stochastic volatility model

Definition in file hestonrndcalculator.hpp.