# 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() constReal delta() constReal lambda() const

### Protected Member Functions

voidgenerateArguments()

### 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/stoch…)

**Tests**

calibration is tested against known values.

**Examples:** **EquityOption.cpp**.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib