equity Directory Reference

Files
file	batesmodel.cpp [code]
file	batesmodel.hpp [code]
	extended versions of the Heston model
file	gjrgarchmodel.cpp [code]
file	gjrgarchmodel.hpp [code]
	GJR-GARCH model for the stochastic volatility of an asset.
file	hestonmodel.cpp [code]
file	hestonmodel.hpp [code]
	Heston model for the stochastic volatility of an asset.
file	hestonmodelhelper.cpp [code]
file	hestonmodelhelper.hpp [code]
	Heston-model calibration helper.
file	hestonslvfdmmodel.cpp [code]
file	hestonslvfdmmodel.hpp [code]
	Heston stochastic local volatility model.
file	hestonslvmcmodel.cpp [code]
file	hestonslvmcmodel.hpp [code]
	Calibration of a Heston stochastic local volatility model based on MC.
file	piecewisetimedependenthestonmodel.cpp [code]
file	piecewisetimedependenthestonmodel.hpp [code]
	piecewise constant time dependent Heston-model