semantics of t0 and dt in HestonProcess::evolve(...)

Posted by kmanley on
URL: http://quantlib.414.s1.nabble.com/semantics-of-t0-and-dt-in-HestonProcess-evolve-tp6756.html

Hi,
Sorry if this is a dumb question, I'm not a quant but am trying to do something with quantlib.

I am trying to generate a path using HestonProcess, but am unsure of the semantics of t0 and dt in the evolve() function.

If I configure HestonProcess with annualised volatilities and want to generate a path representing daily values for asset price and vol for the next 2 years, what do I pass for t0 and dt on each call to evolve?

Thanks for your help
Kevin