# gnuplot datafile
#
# the following heston parameters have been used:
# mu     =  
# theta  = 0.1225 
# kappa  = 1 
# xi     = 0.5 
# rho    = 0 
# v_0    = 0.1225 
# S_0    = 1 
#
# --------------------
# spot data
# --------------------

# spot path 0 
0 1
0.0027397260273973 1.0129644812087
0.0054794520547945 1.0157371947981
0.0082191780821918 1.0397691270231
0.010958904109589 1.0200373927341
0.013698630136986 1.0220417789677
0.016438356164384 0.9742367060391
0.019178082191781 0.99080393418219
0.021917808219178 0.98284476721094
0.024657534246575 0.98737612481102
0.027397260273973 0.97000995290225
0.03013698630137 0.93723783701971
0.032876712328767 0.91819796879238
0.035616438356164 0.88669024331699
0.038356164383562 0.90501840462364
0.041095890410959 0.91372686870462
0.043835616438356 0.9191904737009
0.046575342465753 0.89944317574568
0.049315068493151 0.91187613900347
0.052054794520548 0.90423278298581
0.054794520547945 0.90395157205481
0.057534246575342 0.90234759951885
0.06027397260274 0.91030170481611
0.063013698630137 0.92102088937036
0.065753424657534 0.91403098058228
0.068493150684932 0.9002435584671
0.071232876712329 0.88716483461665
0.073972602739726 0.87863945697272
0.076712328767123 0.8793955458394
0.079452054794521 0.87453891534719
0.082191780821918 0.85131495437961
0.084931506849315 0.85210780112075
0.087671232876712 0.83503658926499
0.09041095890411 0.83907397378705
0.093150684931507 0.84628513580338
0.095890410958904 0.83664271390584
0.098630136986301 0.84148101796599
0.1013698630137 0.84914984085725
0.1041095890411 0.85317046180645
0.10684931506849 0.86615849494462
0.10958904109589 0.85955759720812
0.11232876712329 0.85836005090247
0.11506849315068 0.85757878568795
0.11780821917808 0.86805042354132
0.12054794520548 0.87525571203977
0.12328767123288 0.86257817416037
0.12602739726027 0.85836772208468
0.12876712328767 0.83830798977111
0.13150684931507 0.83307472762609
0.13424657534247 0.85135795039378
0.13698630136986 0.87144910272076
0.13972602739726 0.89090795151253
0.14246575342466 0.87595586357773
0.14520547945205 0.87710939227634
0.14794520547945 0.87982531302691
0.15068493150685 0.88288975109979
0.15342465753425 0.89767947661211
0.15616438356164 0.88750758608443
0.15890410958904 0.89277831969031
0.16164383561644 0.91305260722748
0.16438356164384 0.91402449157134
0.16712328767123 0.90017302793495
0.16986301369863 0.8907388273258
0.17260273972603 0.86972590224859
0.17534246575342 0.87288267933011
0.17808219178082 0.84378563051194
0.18082191780822 0.85128317879485
0.18356164383562 0.85363066908903
0.18630136986301 0.84982108196696
0.18904109589041 0.85238123627919
0.19178082191781 0.84592975758314
0.19452054794521 0.86125620981778
0.1972602739726 0.85146103292058
0.2 0.85211166936464
0.2027397260274 0.8391306011774
0.20547945205479 0.83386715869478
0.20821917808219 0.816989427089
0.21095890410959 0.81151752969677
0.21369863013699 0.79581462437534
0.21643835616438 0.79726138004154
0.21917808219178 0.80284586214792
0.22191780821918 0.80099481628391
0.22465753424658 0.80277936972938
0.22739726027397 0.80039843559646
0.23013698630137 0.81026106385755
0.23287671232877 0.80579608520831
0.23561643835616 0.81864229735886
0.23835616438356 0.80184274019338
0.24109589041096 0.79639636765138
0.24383561643836 0.80365859948801
0.24657534246575 0.78859811538652
0.24931506849315 0.77229484735248
0.25205479452055 0.77689862206658
0.25479452054795 0.76633429227698
0.25753424657534 0.77359340501287
0.26027397260274 0.7746172658907
0.26301369863014 0.77619367374012
0.26575342465753 0.75907424518035
0.26849315068493 0.75560356847359
0.27123287671233 0.74204159053381
0.27397260273973 0.74091367331777
0.27671232876712 0.75070744336839
0.27945205479452 0.74591583454642
0.28219178082192 0.71433697002721
0.28493150684932 0.72071179518734
0.28767123287671 0.71499871763624
0.29041095890411 0.70561217890916
0.29315068493151 0.70460119743213
0.2958904109589 0.69506310490304
0.2986301369863 0.69044864502482
0.3013698630137 0.68632811049912
0.3041095890411 0.68888403311036
0.30684931506849 0.69452669398306
0.30958904109589 0.69373094183852
0.31232876712329 0.68739195324978
0.31506849315068 0.67981786615715
0.31780821917808 0.68588419436305
0.32054794520548 0.68668960371413
0.32328767123288 0.69581378836244
0.32602739726027 0.69606199612583
0.32876712328767 0.70499374818628
0.33150684931507 0.70031777650285
0.33424657534247 0.71582666921962
0.33698630136986 0.73749579548503
0.33972602739726 0.72830956794718
0.34246575342466 0.72833204125286
0.34520547945205 0.71894516898388
0.34794520547945 0.73384167682105
0.35068493150685 0.72956313199355
0.35342465753425 0.72282739884357
0.35616438356164 0.72565816306191
0.35890410958904 0.72946001817981
0.36164383561644 0.72922464537762
0.36438356164384 0.72934648833633
0.36712328767123 0.73512898753411
0.36986301369863 0.73022238823234
0.37260273972603 0.72347847166225
0.37534246575342 0.72184252779093
0.37808219178082 0.71934656285048
0.38082191780822 0.71426782477756
0.38356164383562 0.70425381547936
0.38630136986301 0.70796774462845
0.38904109589041 0.69886610785767
0.39178082191781 0.70118351127874
0.39452054794521 0.70368858784024
0.3972602739726 0.71078011768631
0.4 0.70822539594256
0.4027397260274 0.70771236356485
0.40547945205479 0.71812358899015
0.40821917808219 0.71455559540461
0.41095890410959 0.71425287789319
0.41369863013699 0.71081500746678
0.41643835616438 0.71378363384239
0.41917808219178 0.71400995383972
0.42191780821918 0.71877726821215
0.42465753424658 0.71012256358153
0.42739726027397 0.70550714405553
0.43013698630137 0.71194317652655
0.43287671232877 0.71584122300303
0.43561643835616 0.71286703638527
0.43835616438356 0.71315042887441
0.44109589041096 0.7039004167918
0.44383561643836 0.69570210480683
0.44657534246575 0.70093552251665
0.44931506849315 0.69686427976384
0.45205479452055 0.69424584926783
0.45479452054795 0.6870057787468
0.45753424657534 0.69794092651118
0.46027397260274 0.70136115663501
0.46301369863014 0.70341057742223
0.46575342465753 0.70221584130039
0.46849315068493 0.70457244923124
0.47123287671233 0.69206289293042
0.47397260273973 0.69243397879461
0.47671232876712 0.69824722206864
0.47945205479452 0.7088675730882
0.48219178082192 0.72841782660767
0.48493150684932 0.73977866678651
0.48767123287671 0.73045500245086
0.49041095890411 0.71833119332821
0.49315068493151 0.72755054700792
0.4958904109589 0.72787205906083
0.4986301369863 0.7334110578861
0.5013698630137 0.72933704413245
0.5041095890411 0.724202853941
0.50684931506849 0.74168026827282
0.50958904109589 0.74277171372479
0.51232876712329 0.74866946911976
0.51506849315068 0.75307965104723
0.51780821917808 0.75820563299856
0.52054794520548 0.78652633981692
0.52328767123288 0.7971693538532
0.52602739726027 0.80516456728125
0.52876712328767 0.82065857519965
0.53150684931507 0.82797606578399
0.53424657534247 0.83196559645616
0.53698630136986 0.83422872940232
0.53972602739726 0.82313446922373
0.54246575342466 0.80488432204619
0.54520547945205 0.79654863039494
0.54794520547945 0.77796075183137
0.55068493150685 0.76395656635063
0.55342465753425 0.76961290698659
0.55616438356164 0.77002354966944
0.55890410958904 0.78094783059036
0.56164383561644 0.77240507653165
0.56438356164384 0.75908785784128
0.56712328767123 0.75950541174998
0.56986301369863 0.76549780760729
0.57260273972603 0.78057265448957
0.57534246575342 0.78504497780237
0.57808219178082 0.80761475680664
0.58082191780822 0.8075060602753
0.58356164383562 0.82108436231637
0.58630136986301 0.80016377073205
0.58904109589041 0.80328592835475
0.59178082191781 0.819792361634
0.59452054794521 0.82938341821695
0.5972602739726 0.82610215804261
0.6 0.83090159731594
0.6027397260274 0.84401567727328
0.60547945205479 0.8158773657718
0.60821917808219 0.81361203323579
0.61095890410959 0.79997427560066
0.61369863013699 0.78283243811423
0.61643835616438 0.75921780107239
0.61917808219178 0.75209816935876
0.62191780821918 0.7518718984944
0.62465753424658 0.76546319312453
0.62739726027397 0.7328990542444
0.63013698630137 0.74905872165954
0.63287671232877 0.76784918196667
0.63561643835616 0.75510088598499
0.63835616438356 0.75222555214779
0.64109589041096 0.76313474427425
0.64383561643836 0.75294781613603
0.64657534246575 0.74663245392686
0.64931506849315 0.7522836321073
0.65205479452055 0.74554185221526
0.65479452054795 0.72823227712782
0.65753424657534 0.7558680257814
0.66027397260274 0.77456123641339
0.66301369863014 0.77376901678731
0.66575342465753 0.79863910235815
0.66849315068493 0.79551932223439
0.67123287671233 0.82595995756203
0.67397260273973 0.83022031767497
0.67671232876712 0.85759615661186
0.67945205479452 0.85909067502324
0.68219178082192 0.8212696268163
0.68493150684932 0.82212954077759
0.68767123287671 0.82269923743021
0.69041095890411 0.83532731125154
0.69315068493151 0.84152627334651
0.6958904109589 0.8751381614308
0.6986301369863 0.87118752225214
0.7013698630137 0.87294543026506
0.7041095890411 0.86886614661286
0.70684931506849 0.88255293890788
0.70958904109589 0.88403853972115
0.71232876712329 0.89606702260513
0.71506849315068 0.87955126093581
0.71780821917808 0.88993810967653
0.72054794520548 0.91064272752306
0.72328767123288 0.88243977514048
0.72602739726027 0.86984001554456
0.72876712328767 0.86774117415173
0.73150684931507 0.8407104523644
0.73424657534247 0.82576957469032
0.73698630136986 0.79248066574941
0.73972602739726 0.79604869126638
0.74246575342466 0.78296020922474
0.74520547945205 0.76546325661115
0.74794520547945 0.73308203842334
0.75068493150685 0.74165383044816
0.75342465753425 0.71433688113483
0.75616438356164 0.71239802264978
0.75890410958904 0.72606608272987
0.76164383561644 0.72991088704879
0.76438356164384 0.72612056024136
0.76712328767123 0.71285519848597
0.76986301369863 0.708403013613
0.77260273972603 0.70373647564614
0.77534246575342 0.72923065710976
0.77808219178082 0.74091160630235
0.78082191780822 0.72212997841579
0.78356164383562 0.70755799910674
0.78630136986301 0.67351033119944
0.78904109589041 0.66164497556415
0.79178082191781 0.64026649820132
0.79452054794521 0.61632978734075
0.7972602739726 0.64559407527841
0.8 0.66539145636499
0.8027397260274 0.66220155480844
0.80547945205479 0.68275509606056
0.80821917808219 0.71441657200417
0.81095890410959 0.72071696833828
0.81369863013699 0.72685848289005
0.81643835616438 0.72187863403376
0.81917808219178 0.72549464910046
0.82191780821918 0.76464362672521
0.82465753424658 0.76157289387186
0.82739726027397 0.73079617287341
0.83013698630137 0.71860853888244
0.83287671232877 0.72170968496185
0.83561643835616 0.72360774322909
0.83835616438356 0.73698836694272
0.84109589041096 0.74599805576988
0.84383561643836 0.76834912237953
0.84657534246575 0.74155151919851
0.84931506849315 0.72515864928779
0.85205479452055 0.77714827247372
0.85479452054795 0.775054962436
0.85753424657534 0.80645022882379
0.86027397260274 0.77899257720798
0.86301369863014 0.77677713613067
0.86575342465753 0.81584092525321
0.86849315068493 0.79609693305703
0.87123287671233 0.79485962871387
0.87397260273973 0.77888026837026
0.87671232876712 0.79428746219743
0.87945205479452 0.75285691811239
0.88219178082192 0.76329467032993
0.88493150684932 0.76337865168463
0.88767123287671 0.764551785586
0.89041095890411 0.76353681072103
0.89315068493151 0.79306016569507
0.8958904109589 0.80067676380838
0.8986301369863 0.79263005978321
0.9013698630137 0.77310619911939
0.9041095890411 0.77632147827978
0.90684931506849 0.78291011425481
0.90958904109589 0.77056126819386
0.91232876712329 0.77143433079697
0.91506849315068 0.78615699649373
0.91780821917808 0.77314721972935
0.92054794520548 0.7583195187081
0.92328767123288 0.75235925528672
0.92602739726027 0.74297403052971
0.92876712328767 0.76945685726091
0.93150684931507 0.78348517227809
0.93424657534247 0.76994272008369
0.93698630136986 0.77147036747098
0.93972602739726 0.79562153011542
0.94246575342466 0.79934752459426
0.94520547945205 0.79390472742375
0.94794520547945 0.79020531033829
0.95068493150685 0.82110689944104
0.95342465753425 0.80044975252495
0.95616438356164 0.7982908448616
0.95890410958904 0.80461887507406
0.96164383561644 0.82374215695312
0.96438356164384 0.82137232951275
0.96712328767123 0.81407142679564
0.96986301369863 0.78407528737539
0.97260273972603 0.74470123664535
0.97534246575342 0.77417820169508
0.97808219178082 0.77060051166145
0.98082191780822 0.78782021768379
0.98356164383562 0.77347689790407
0.98630136986301 0.72201565009012
0.98904109589041 0.740028276078
0.99178082191781 0.71418944847483
0.99452054794521 0.72252340978575
0.9972602739726 0.69848445970388
#
#
# --------------------
# variance data
# --------------------

# variance path 0
0 0.1225
0.0027397260273973 0.11930656011005
0.0054794520547945 0.10575413323997
0.0082191780821918 0.1074003245295
0.010958904109589 0.1154817056411
0.013698630136986 0.12138207394911
0.016438356164384 0.1128989527895
0.019178082191781 0.11333566968877
0.021917808219178 0.11668224449905
0.024657534246575 0.11244702688777
0.027397260273973 0.11920354497203
0.03013698630137 0.10596438786927
0.032876712328767 0.095786120987926
0.035616438356164 0.08660038121273
0.038356164383562 0.10017849929454
0.041095890410959 0.099821007897909
0.043835616438356 0.097274156178718
0.046575342465753 0.08667357640784
0.049315068493151 0.077300461528354
0.052054794520548 0.073067071102873
0.054794520547945 0.06810563830677
0.057534246575342 0.062763935761696
0.06027397260274 0.072371682412306
0.063013698630137 0.064842756872005
0.065753424657534 0.057408273610081
0.068493150684932 0.0587635060734
0.071232876712329 0.062015797119202
0.073972602739726 0.044824370521461
0.076712328767123 0.043316744363887
0.079452054794521 0.040911413908817
0.082191780821918 0.031090970688387
0.084931506849315 0.034682444964303
0.087671232876712 0.039350361280679
0.09041095890411 0.03363670743286
0.093150684931507 0.034052802992404
0.095890410958904 0.03884868436985
0.098630136986301 0.045721209475105
0.1013698630137 0.047382936566396
0.1041095890411 0.053704583510806
0.10684931506849 0.050036425571141
0.10958904109589 0.049746835493893
0.11232876712329 0.062911001638587
0.11506849315068 0.059590987637612
0.11780821917808 0.066996216982423
0.12054794520548 0.069376794923611
0.12328767123288 0.067451289077874
0.12602739726027 0.057181426569338
0.12876712328767 0.066408345129313
0.13150684931507 0.075196699337612
0.13424657534247 0.071199207203727
0.13698630136986 0.064008001949157
0.13972602739726 0.059584762511692
0.14246575342466 0.045738965982214
0.14520547945205 0.045987226807492
0.14794520547945 0.055073696063869
0.15068493150685 0.051768055129648
0.15342465753425 0.049440328827691
0.15616438356164 0.05740905676644
0.15890410958904 0.071389604160656
0.16164383561644 0.066267596770741
0.16438356164384 0.067334384313298
0.16712328767123 0.054717337166734
0.16986301369863 0.052734246262382
0.17260273972603 0.056091298867449
0.17534246575342 0.057522307888631
0.17808219178082 0.05661265034633
0.18082191780822 0.047697541490942
0.18356164383562 0.055424360865938
0.18630136986301 0.067285029005523
0.18904109589041 0.060003689139455
0.19178082191781 0.056118386167296
0.19452054794521 0.048709822940567
0.1972602739726 0.048602351514454
0.2 0.052612249158717
0.2027397260274 0.053747007721523
0.20547945205479 0.052974973201312
0.20821917808219 0.063912239193528
0.21095890410959 0.056294626658832
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