Re: [Quantlib-users] Heston Calibration

[Peter C. <pca...@gm...>]

Yes. It will always build the option type which is out-of-the-money.
Best, Peter

On Fri, 12 Jul 2024 at 18:30, Philippe Hatstadt via QuantLib-users
<qua...@li...> wrote:
>
> Does the ql.HestonModelHelper only expects a BSM implied volatility as an input? I am asking because there doesn't seem to be any parameter for option type (call or put)?
>
> Best regards Philippe Hatstadt 203-252-0408 https://www.linkedin.com/in/philippe-hatstadt/
>
>
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