This repository holds several Fairmat (www.fairmat.com) plugins implementing Equity Models.
Historical Simulator: A plugin which simulates future realizations of underlying assets using historical stock realizations.
Dupire: A plugin which implements the Dupire local volatility model.
Heston: A plugin which uses the Heston model to simulate equity or index prices taking into account stochastic volatility effects.
Variance Gamma: A plugin which implements the Variance Gamma equity model for calibration and simulation.