Uses of Class
org.drip.param.pricer.HestonOptionPricerParams

Packages that use HestonOptionPricerParams

Package	Description
org.drip.pricer.option
org.drip.state.creator

Uses of HestonOptionPricerParams in org.drip.pricer.option

Constructors in org.drip.pricer.option with parameters of type HestonOptionPricerParams

Constructor and Description
HestonStochasticVolatilityAlgorithm(HestonOptionPricerParams fphp) HestonStochasticVolatilityAlgorithm constructor

Uses of HestonOptionPricerParams in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type HestonOptionPricerParams

Modifier and Type

Method and Description

static MarketSurface

ScenarioMarketSurfaceBuilder.HestonRunMarketSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double dblRiskFreeRate, double dblUnderlier, boolean bIsForward, double dblInitialVolatility, double[] adblStrike, java.lang.String[] astrTenor, HestonOptionPricerParams fphp, boolean bPriceSurface, SegmentCustomBuilderControl scbcWireSpan, SegmentCustomBuilderControl scbcSurface) Create a Price/Volatility Market Surface Based off of a Single Run using the Heston 1993 Model