Calculating Volatility using heston Model
Posted by johari_gaurav on Apr 16, 2009; 11:49am
URL: http://quantlib.414.s1.nabble.com/Calculating-Volatility-using-heston-Model-tp8110.html
Hi,
I am new to Quant lib and now confused with big set of classes and structures. My aim is to calculate option volatility using Heston model. I have all other data related like stirke price, dividend, option price etc. I want to calculate it for both European and American options. Could some one point me to any sample code, which can help me in this regard.
Thanks,
Gaurav