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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_heston_model_helper.html">HestonModelHelper</a></div>
<h1>HestonModelHelper Class Reference</h1><!-- doxytag: class="QuantLib::HestonModelHelper" --><!-- doxytag: inherits="QuantLib::CalibrationHelper" --><code>#include <ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.hpp></code>
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Inheritance diagram for HestonModelHelper:<p><center><img src="class_quant_lib_1_1_heston_model_helper__inherit__graph.png" border="0" usemap="#_heston_model_helper__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_heston_model_helper-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
calibration helper for Heston model
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3732cbd3765e359111d8e7750aa422c"></a><!-- doxytag: member="QuantLib::HestonModelHelper::HestonModelHelper" ref="b3732cbd3765e359111d8e7750aa422c" args="(const Period &maturity, const Calendar &calendar, const Real s0, const Real strikePrice, const Handle< Quote > &volatility, const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, bool calibrateVolatility=false)" -->
</td><td class="memItemRight" valign="bottom"><b>HestonModelHelper</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &maturity, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, const Real s0, const Real strikePrice, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &volatility, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &riskFreeRate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &dividendYield, bool calibrateVolatility=false)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e779131e2a8038de81dabc9bec4e8ba5"></a><!-- doxytag: member="QuantLib::HestonModelHelper::addTimesTo" ref="e779131e2a8038de81dabc9bec4e8ba5" args="(std::list< Time > &) const" -->
void </td><td class="memItemRight" valign="bottom"><b>addTimesTo</b> (std::list< Time > &) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e7825bc88ee2b447705ca0167ea6e3d"></a><!-- doxytag: member="QuantLib::HestonModelHelper::modelValue" ref="7e7825bc88ee2b447705ca0167ea6e3d" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_model_helper.html#7e7825bc88ee2b447705ca0167ea6e3d">modelValue</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the price of the instrument according to the model <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1c8d897f8d1497013224cdee4d93de6"></a><!-- doxytag: member="QuantLib::HestonModelHelper::blackPrice" ref="b1c8d897f8d1497013224cdee4d93de6" args="(Real volatility) const" -->
Real </td><td class="memItemRight" valign="bottom"><b>blackPrice</b> (Real volatility) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bc971c6cc59f3ff1960a47ad896dc26d"></a><!-- doxytag: member="QuantLib::HestonModelHelper::maturity" ref="bc971c6cc59f3ff1960a47ad896dc26d" args="() const" -->
Time </td><td class="memItemRight" valign="bottom"><b>maturity</b> () const</td></tr>
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