org.drip.sample.option

Class BlackHestonForwardOption

java.lang.Object

org.drip.sample.option.BlackHestonForwardOption

public class BlackHestonForwardOption
extends java.lang.Object

BlackHestonForwardOption illustrates pricing a forward using the Black '76 variant and the Heston's stochastic Volatility Models.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BlackHestonForwardOption()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BlackHestonForwardOption

public BlackHestonForwardOption()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception