QuantLib: ql/models/equity/hestonmodel.hpp File Reference

### A free/open-source library for quantitative finance

# ql/models/equity/hestonmodel.hpp File Reference

## Detailed Description

Heston model for the stochastic volatility of an asset.

`#include <ql/models/model.hpp>`
`#include <ql/processes/hestonprocess.hpp>`

Include dependency graph for hestonmodel.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | HestonModel
| Heston model for the stochastic volatility of an asset. More...