## AnalyticHeston

Subtype of Pricing MethodMinimum required license:

*Standard*Corresponds to the QuantLib AnalyticHestonEngine.

2-factor model, with a closed-form solution, driven by stochastic underlying price and volatility.

The underlying price process is modelled according to Heston Model

Allows the specification of:

Complex Log Formula

Integration

and also of the absolute/relative tolerance, maximum number of evaluations and the Andersen Piterbarg epsilon wrt the Fourier integration.