lambda (3) Linux Manual Page
NAME QuantLib::BatesModel – Bates stochastic-volatility model. SYNOPSIS #include <ql/models/equity/batesmodel.hpp> Inherits QuantLib::HestonModel. Inherited by BatesDetJumpModel. Public Member Functions BatesModel (const boost::shared_ptr< HestonProcess > &process, Real lambda=0.1, Real nu=0.0, Real delta=0.1) Real nu () const Real delta () const Real lambda () const Detailed Description Bates stochastic-volatility model. extended versions of Heston model for the stochastic volatility…
