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

Packages that use HestonOptionPricerParams

Package	Description
org.drip.pricer.option	Deterministic/Stochastic Volatility Settings/Greeks
org.drip.state.creator	Scenario State Curve/Surface Builders

Uses of HestonOptionPricerParams in org.drip.pricer.option

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

Constructor	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	Description
static MarketSurface	ScenarioMarketSurfaceBuilder.HestonRunMarketSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double riskFreeRate, double underlier, boolean isForward, double initialVolatility, double[] strikeArray, java.lang.String[] tenorArray, HestonOptionPricerParams hestonOptionPricerParams, boolean generatePriceSurface, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSpanSegmentCustomBuilderControl)	Create a Price/Volatility Market Surface Based off of a Single Run using the Heston 1993 Model