Heston FD Model Class Parameters.

Parameters:

K the strike price.
S the stock price.
V volatility of stock.
T time to maturity.
kappa mean reversion rate.
sig the volatility of volatility.
rho the correlation coefficient between price and variance.
eta long run average price.
rd risk-free domestic interest rate.
rf risk-free international interest rate.

Get_K

double Get_K ()

get the strike price set

Get_S

double Get_S ()

get the stock price set

Get_V

double Get_V ()

get the volatility of stock set

Get_T

double Get_T ()

get the volatility of time to maturity set

Get_kappa

double Get_kappa ()

get the mean reversion rate set

Get_sig

double Get_sig ()

get the volatility of volatility set

Get_rho

double Get_rho ()

get the correlation coefficient between price and variance set

Get_eta

double Get_eta ()

get the long run average price set

Get_rd

double Get_rd ()

get the risk-free domestic interest rate set

Get_rf

double Get_rf ()

get the risk-free international interest rate set