quant::heston::MarketParams Struct Reference

#include <heston.hpp>

Public Attributes
double	dividend
double	rate
double	spot
double	strike
double	time

Member Data Documentation

dividend

double quant::heston::MarketParams::dividend

rate

double quant::heston::MarketParams::rate

spot

double quant::heston::MarketParams::spot

strike

double quant::heston::MarketParams::strike

time

double quant::heston::MarketParams::time

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The documentation for this struct was generated from the following file:

• include/quant/heston.hpp