Heston Model

Calculate vanilla European option prices and sensitivities using Heston model

Compute option prices and sensitivities using Carr-Madan FFT, Chourdakis FRFT, or numerical integration methods.

Functions

`optByHestonFFT`	Option price by Heston model using FFT and FRFT
`optSensByHestonFFT`	Option price and sensitivities by Heston model using FFT and FRFT
`optByHestonNI`	Option price by Heston model using numerical integration
`optSensByHestonNI`	Option price and sensitivities by Heston model using numerical integration

Agency Option-Adjusted Spreads
Option-adjusted spread (OAS) is the standard measure for valuing bonds with embedded options.