| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
Quant.Models.Heston
- data Heston = forall a b . (YieldCurve a, YieldCurve b) => Heston {
- hestonInit :: Double
- hestonV0 :: Double
- hestonVF :: Double
- hestonLambda :: Double
- hestonCorrel :: Double
- hestonMeanRev :: Double
- hestonForwardGen :: a
- hestonDisc :: b
Documentation
Heston represents a Heston model (i.e. stochastic volatility).
Constructors
| forall a b . (YieldCurve a, YieldCurve b) => Heston |
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Fields
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Instances