hybridhestonhullwhiteprocess.hpp File Reference

hybrid equity (heston model) with stochastic interest rates (hull white model) More...

#include <ql/processes/hestonprocess.hpp>
#include <ql/processes/hullwhiteprocess.hpp>
#include <ql/processes/jointstochasticprocess.hpp>
#include <ql/models/shortrate/onefactormodels/hullwhite.hpp>

Go to the source code of this file.

Classes
class	HybridHestonHullWhiteProcess
	Hybrid Heston Hull-White stochastic process. More...

Namespaces
namespace	QuantLib

Detailed Description

hybrid equity (heston model) with stochastic interest rates (hull white model)

Definition in file hybridhestonhullwhiteprocess.hpp.