S30NCF Example Program Results

 Heston's Stochastic volatility Model with Term Structure
 European Call :
  Forward                =  100.0000
  Discount Factor        =    1.0000
  Variance               =    1.0000
    ts        alpha     lambda    corr      sigmat
    0.3500    2.2500    2.0000   -0.0500    0.0400
    0.6500    1.5000    1.5000    0.1000    0.1300

    Strike    Expiry       Option Price
  100.0000    1.0000       4.0074