pub fn qe_variance_step(hp: &HestonParams, v: f64, dt: f64, z_v: f64) -> f64Expand description
One Andersen QE draw of the CIR variance transition
v_{t+dt} | v_t = v from a standard normal z_v — the sampler
matches the exact conditional mean and variance of the square-root
process, switching between a squared-Gaussian and a
mass-at-zero/exponential form. Public for consumers that step the
variance leg on its own (the SLV engine pairs it with a
leverage-adjusted spot step).