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lines changed Original file line number Diff line number Diff line change 1- """
2- Copyright (C) 2011, Enthought Inc
3- Copyright (C) 2011, Patrick Henaff
4-
5- This program is distributed in the hope that it will be useful, but WITHOUT
6- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
7- FOR A PARTICULAR PURPOSE. See the license for more details.
8- """
1+ # Copyright (C) 2011, Enthought Inc
2+ # Copyright (C) 2011, Patrick Henaff
3+ #
4+ # This program is distributed in the hope that it will be useful, but WITHOUT
5+ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
6+ # FOR A PARTICULAR PURPOSE. See the license for more details.
97
108include ' ../../types.pxi'
119
Original file line number Diff line number Diff line change 1- """
2- Copyright (C) 2016, Enthought Inc
3- Copyright (C) 2016, Patrick Henaff
4-
5- This program is distributed in the hope that it will be useful, but WITHOUT
6- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
7- FOR A PARTICULAR PURPOSE. See the license for more details.
8- """
1+ # Copyright (C) 2016, Enthought Inc
2+ # Copyright (C) 2016, Patrick Henaff
3+ #
4+ # This program is distributed in the hope that it will be useful, but WITHOUT
5+ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
6+ # FOR A PARTICULAR PURPOSE. See the license for more details.
97
108include ' ../types.pxi'
119
Original file line number Diff line number Diff line change 1- """
2- Copyright (C) 2011, Enthought Inc
3- Copyright (C) 2011, Patrick Henaff
4-
5- This program is distributed in the hope that it will be useful, but WITHOUT
6- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
7- FOR A PARTICULAR PURPOSE. See the license for more details.
8- """
1+ # Copyright (C) 2011, Enthought Inc
2+ # Copyright (C) 2011, Patrick Henaff
3+ #
4+ # This program is distributed in the hope that it will be useful, but WITHOUT
5+ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
6+ # FOR A PARTICULAR PURPOSE. See the license for more details.
97
108include ' ../types.pxi'
119from cython.operator cimport dereference as deref
Original file line number Diff line number Diff line change 1- """
2- Copyright (C) 2015, Enthought Inc
3- Copyright (C) 2015, Patrick Henaff
4-
5- This program is distributed in the hope that it will be useful, but WITHOUT
6- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
7- FOR A PARTICULAR PURPOSE. See the license for more details.
8- """
9-
10- include ' ../types.pxi'
1+ # Copyright (C) 2015, Enthought Inc
2+ # Copyright (C) 2015, Patrick Henaff
3+ #
4+ # This program is distributed in the hope that it will be useful, but WITHOUT
5+ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
6+ # FOR A PARTICULAR PURPOSE. See the license for more details.
117
128from quantlib.handle cimport shared_ptr
139from quantlib.math.optimization cimport Constraint
Original file line number Diff line number Diff line change 1- """
2- Copyright (C) 2015, Enthought Inc
3- Copyright (C) 2015, Patrick Henaff
4-
5- This program is distributed in the hope that it will be useful, but WITHOUT
6- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
7- FOR A PARTICULAR PURPOSE. See the license for more details.
8- """
1+ # Copyright (C) 2015, Enthought Inc
2+ # Copyright (C) 2015, Patrick Henaff
3+ #
4+ # This program is distributed in the hope that it will be useful, but WITHOUT
5+ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
6+ # FOR A PARTICULAR PURPOSE. See the license for more details.
97
108from quantlib.types cimport Real, Size, Volatility
119from quantlib.handle cimport shared_ptr
Original file line number Diff line number Diff line change 1- """
2- Copyright (C) 2011, Enthought Inc
3- Copyright (C) 2011, Patrick Henaff
4-
5- This program is distributed in the hope that it will be useful, but WITHOUT
6- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
7- FOR A PARTICULAR PURPOSE. See the license for more details.
8- """
1+ # Copyright (C) 2011, Enthought Inc
2+ # Copyright (C) 2011, Patrick Henaff
3+ #
4+ # This program is distributed in the hope that it will be useful, but WITHOUT
5+ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
6+ # FOR A PARTICULAR PURPOSE. See the license for more details.
97
108from . cimport _heston_model as _hm
119
Original file line number Diff line number Diff line change 1- """
2- Copyright (C) 2011, Enthought Inc
3- Copyright (C) 2011, Patrick Henaff
4-
5- This program is distributed in the hope that it will be useful, but WITHOUT
6- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
7- FOR A PARTICULAR PURPOSE. See the license for more details.
8- """
1+ # Copyright (C) 2011, Enthought Inc
2+ # Copyright (C) 2011, Patrick Henaff
93
4+ # This program is distributed in the hope that it will be useful, but WITHOUT
5+ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
6+ # FOR A PARTICULAR PURPOSE. See the license for more details.
7+ """ Heston model for the stochastic volatility of an asset"""
108from quantlib.types cimport Real
119from libcpp cimport bool
1210from cython.operator cimport dereference as deref
Original file line number Diff line number Diff line change 1- """
2- Copyright (C) 2015, Enthought Inc
3- Copyright (C) 2015, Patrick Henaff
4-
5- This program is distributed in the hope that it will be useful, but WITHOUT
6- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
7- FOR A PARTICULAR PURPOSE. See the license for more details.
8- """
1+ # Copyright (C) 2015, Enthought Inc
2+ # Copyright (C) 2015, Patrick Henaff
3+ #
4+ # This program is distributed in the hope that it will be useful, but WITHOUT
5+ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
6+ # FOR A PARTICULAR PURPOSE. See the license for more details.
97
108include ' ../types.pxi'
119
Original file line number Diff line number Diff line change 1- """
2- Copyright (C) 2015, Enthought Inc
3- Copyright (C) 2015, Patrick Henaff
4-
5- This program is distributed in the hope that it will be useful, but WITHOUT
6- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
7- FOR A PARTICULAR PURPOSE. See the license for more details.
8- """
1+ # Copyright (C) 2015, Enthought Inc
2+ # Copyright (C) 2015, Patrick Henaff
3+ #
4+ # This program is distributed in the hope that it will be useful, but WITHOUT
5+ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
6+ # FOR A PARTICULAR PURPOSE. See the license for more details.
97
108from quantlib.types cimport Real
119from quantlib.handle cimport Handle, shared_ptr, static_pointer_cast
Original file line number Diff line number Diff line change 1- """
2- Copyright (C) 2016, Enthought Inc
3- Copyright (C) 2016, Patrick Henaff
4-
5- This program is distributed in the hope that it will be useful, but WITHOUT
6- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
7- FOR A PARTICULAR PURPOSE. See the license for more details.
8- """
1+ # Copyright (C) 2016, Enthought Inc
2+ # Copyright (C) 2016, Patrick Henaff
3+ #
4+ # This program is distributed in the hope that it will be useful, but WITHOUT
5+ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
6+ # FOR A PARTICULAR PURPOSE. See the license for more details.
97
108from quantlib.types cimport Rate
119from quantlib.handle cimport shared_ptr
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