quantlib-stochastic

Exact Heston

Exact simulation of Heston stochastic volatility model

post/quantlib/stochastic/exact/heston

Request

  • Base URL: https://api.fincept.in (the document declares no server; this is the origin it was published from)
  • URL: https://api.fincept.in/quantlib/stochastic/exact/heston
  • Auth: API key in header X-API-Key

Request body

S0number
v0number
kappanumber
thetanumber
xinumber
rhonumber
rnumber
Tnumber
n_stepsinteger
n_pathsinteger

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.