quant::heston::Params Struct Reference

#include <heston.hpp>

Public Attributes
double	kappa
double	rho
double	sigma
double	theta
double	v0

Member Data Documentation

kappa

double quant::heston::Params::kappa

rho

double quant::heston::Params::rho

sigma

double quant::heston::Params::sigma

theta

double quant::heston::Params::theta

v0

double quant::heston::Params::v0

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

• include/quant/heston.hpp