C# Heston Model Calibration

Posted by Kiwiabove on
URL: http://quantlib.414.s1.nabble.com/C-Heston-Model-Calibration-tp396.html

Hi,

I am not the greatest at understanding C++ but I have got all of the library working and bootstrapping a yield curve is going fine from C#. However next I want to calibrate the Heston model to get Kappa etc but I cannot figure out how to do it. Is the C# SWIG interfaces missing some required classes to do this? Can anyone give me an example or a kick start, or is it just not possible with the interfaces that exported at the moment?

Thanks in advance.