# QuantLib_BatesModel man page

BatesModel — Bates stochastic-volatility model.

## Synopsis

`#include <ql/models/equity/batesmodel.hpp>`

Inherits **HestonModel**.

Inherited by BatesDetJumpModel.

### Public Member Functions

**BatesModel** (const boost::shared_ptr< **BatesProcess** > &process)**Real nu** () const**Real delta** () const**Real lambda** () const

### Protected Member Functions

void **generateArguments** ()

### Additional Inherited Members

## Detailed Description

Bates stochastic-volatility model.

extended versions of Heston model for the stochastic volatility of an asset including jumps.

References: A. Sepp, Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform (http://math.ut.ee/~spartak/papers/stochjumpvols.pdf)

**Tests**calibration is tested against known values.

**Examples: EquityOption.cpp**.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

The man pages BatesModel(3), generateArguments(3), lambda(3) and nu(3) are aliases of QuantLib_BatesModel(3).