Re: [Quantlib-users] Heston Calibration

[philippe h. <pha...@ma...>]

Out of the money spot or forward? 
Regards

Philippe Hatstadt
+1-203-252-0408


> On Jul 12, 2024, at 2:10 PM, Peter Caspers <pca...@gm...> wrote:
> 
> 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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