hybridhestonhullwhiteprocess.hpp File Reference

hybrid equity (heston model) with stochastic interest rates (hull white model) More...

Include dependency graph for hybridhestonhullwhiteprocess.hpp:

Classes

class  HybridHestonHullWhiteProcess
 Hybrid Heston Hull-White stochastic process. More...
 

Namespaces

 QuantLib
 

Detailed Description

hybrid equity (heston model) with stochastic interest rates (hull white model)