pub fn heston_walk<X, Y>(
params: &WalkParams<X, Y>,
) -> Result<WalkPath, SimulationError>Expand description
Built-in Heston walk kernel: simulates the price path together with the volatility path that drove it.
This is the shared implementation behind the default
WalkTypeAble::heston and WalkTypeAble::heston_with_vol methods, exposed
publicly so custom walkers overriding one of them can compose or wrap
the built-in dynamics instead of reimplementing them.
ยงErrors
Same as WalkTypeAble::heston.