ql/processes/hybridhestonhullwhiteprocess.hpp File Reference

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

#include <ql/processes/hestonprocess.hpp>
#include <ql/processes/hullwhiteprocess.hpp>
#include <ql/processes/jointstochasticprocess.hpp>
#include <ql/models/shortrate/onefactormodels/hullwhite.hpp>
Include dependency graph for hybridhestonhullwhiteprocess.hpp:

Classes

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

Detailed Description

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