50515253545556
return new UncoupledParameterTransforms(start, DEFAULT_TRANSFORMS, fixed); } @Override protected HestonModelData toSmileModelData(final DoubleMatrix1D modelParameters) { return new HestonModelData(modelParameters.getData()); }
44454647484950
return new HestonVolatilityFunction(); } @Override HestonModelData getModelData() { return new HestonModelData(KAPPA, THETA, VOL0, OMEGA, RHO); }