# QuantLib_HestonModel man page

HestonModel — Heston model for the stochastic volatility of an asset.

## Synopsis

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

Inherits **CalibratedModel**.

Inherited by BatesDoubleExpModel, and **BatesModel**.

### Public Member Functions

**HestonModel** (const boost::shared_ptr< **HestonProcess** > &process)**Real theta** () const**Real kappa** () const**Real sigma** () const**Real rho** () const**Real v0** () const

boost::shared_ptr< **HestonProcess** > **process** () const

### Protected Member Functions

void **generateArguments** ()

### Protected Attributes

boost::shared_ptr< **HestonProcess** > **process_**

### Additional Inherited Members

## Detailed Description

Heston model for the stochastic volatility of an asset.

References:

Heston, Steven L., 1993. A Closed-Form Solution for Options with Stochastic Volatility with Applications to **Bond** and **Currency** Options. The review of Financial Studies, Volume 6, Issue 2, 327-343.

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

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

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

HestonModel(3) and kappa(3) are aliases of QuantLib_HestonModel(3).