API reference

Contents:

• Models
  • Heston
    • Heston
  • Bates
    • Bates
  • BlackScholes
    • BlackScholes
• Calibration
  • VolatilitySmile
    • VolatilitySmile
  • StochasticVolatilityInspired
    • StochasticVolatilityInspired
• Option
  • Option
    • Option
  • Position
    • Position
  • OptionsBook
    • OptionsBook