Package com.opengamma.analytics.financial.model.volatility.smile.function

Examples of com.opengamma.analytics.financial.model.volatility.smile.function.HestonVolatilityFunction

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    return LOGGER;
  }

  @Override
  VolatilityFunctionProvider<HestonModelData> getModel() {
    return new HestonVolatilityFunction();
  }
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Related Classes of com.opengamma.analytics.financial.model.volatility.smile.function.HestonVolatilityFunction

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  • com.opengamma.analytics.financial.model.option.pricing.fourier.FFTModelGreeks
  • com.opengamma.analytics.financial.model.option.pricing.fourier.HestonCharacteristicExponent
  • com.opengamma.analytics.financial.model.option.pricing.fourier.MartingaleCharacteristicExponent
  • com.opengamma.analytics.financial.model.volatility.smile.fitting.HestonModelFitterTest
  • com.opengamma.analytics.math.interpolation.data.Interpolator1DDataBundle
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