PTD Heston Model


PTD Heston Model is a direct subtype of Model[Spot Price]
aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa
with functions PTD Heston Model Functions, keys PTD Heston Model keys and example object PTDHestonMdl

TYPE INCLUSION RELATIONSHIPS

Model Spot Price

PTD Heston Model

</defs>

AVAILABLE FUNCTIONS

Create

</defs>

AVAILABLE CREATE FUNCTION KEYS

Heston Model

Time Grid Length

Time Grid Steps

</defs>

TYPICAL OBJECTS OF TYPE PTD Heston Model

PTDHestonMdl

</defs>

This type represents the Piecewise Time Dependent version of the regular Heston Model