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<!-- doxytag: class="QuantLib::BatesModel" --><!-- doxytag: inherits="QuantLib::HestonModel" -->
<p>Bates stochastic-volatility model.
<a href="class_quant_lib_1_1_bates_model.html#details">More...</a></p>
<p><code>#include <ql/models/equity/batesmodel.hpp></code></p>
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Inheritance diagram for BatesModel:</div>
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<p><a href="class_quant_lib_1_1_bates_model-members.html">List of all members.</a></p>
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<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab6a20ee72b6e6b32bd3bbbbf2b110308"></a><!-- doxytag: member="QuantLib::BatesModel::BatesModel" ref="ab6a20ee72b6e6b32bd3bbbbf2b110308" args="(const boost::shared_ptr< BatesProcess > &process)" -->
 </td><td class="memItemRight" valign="bottom"><b>BatesModel</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a> > &process)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a69c12ede1099bb0263342867dd12e045"></a><!-- doxytag: member="QuantLib::BatesModel::nu" ref="a69c12ede1099bb0263342867dd12e045" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nu</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2397bf69d6801e3328c9273143c87ce6"></a><!-- doxytag: member="QuantLib::BatesModel::delta" ref="a2397bf69d6801e3328c9273143c87ce6" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>delta</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a24cb1182953e872918829ca60b348e54"></a><!-- doxytag: member="QuantLib::BatesModel::lambda" ref="a24cb1182953e872918829ca60b348e54" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>lambda</b> () const </td></tr>
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Protected Member Functions</h2></td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>generateArguments</b> ()</td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Bates stochastic-volatility model. </p>
<p>extended versions of Heston model for the stochastic volatility of an asset including jumps.</p>
<p>References: A. Sepp, Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform (<<a href="http://math.ut.ee/~spartak/papers/stochjumpvols.pdf">http://math.ut.ee/~spartak/papers/stochjumpvols.pdf</a>>)</p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000081">Tests:</a></b></dt><dd>calibration is tested against known values. </dd></dl>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_equity_option_8cpp-example.html#_a31">EquityOption.cpp</a>.</dd>
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