Re: [Quantlib-users] Heston Calibration

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

forward I believe


------- Weitergeleitete Nachricht ------
Von: philippe hatstadt <pha...@ma...>
Datum: Fr. 12. Juli 2024 um 20:37
Betreff: Re: [Quantlib-users] Heston Calibration
An: Peter Caspers <pca...@gm...>
Cc: <qua...@li...>


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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