# 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 1.0037202064845
0.0054794520547945 1.0169690999286
0.0082191780821918 1.0469472965569
0.010958904109589 1.0402316413333
0.013698630136986 1.0376469677992
0.016438356164384 1.0354999972418
0.019178082191781 1.0402640955885
0.021917808219178 1.0568689508719
0.024657534246575 1.0674027192977
0.027397260273973 1.0711766566315
0.03013698630137 1.0832042178896
0.032876712328767 1.0962875197099
0.035616438356164 1.1182276358017
0.038356164383562 1.1252199030795
0.041095890410959 1.1089148736608
0.043835616438356 1.0730420431008
0.046575342465753 1.0601279212739
0.049315068493151 1.038239801827
0.052054794520548 1.0244348132848
0.054794520547945 0.97582999820364
0.057534246575342 0.99738284564828
0.06027397260274 0.99763957043247
0.063013698630137 0.9865022524663
0.065753424657534 0.97109674201515
0.068493150684932 0.97292950110791
0.071232876712329 0.95119312805739
0.073972602739726 0.96999698362251
0.076712328767123 0.97276366468514
0.079452054794521 0.99241939258927
0.082191780821918 0.99146613950328
0.084931506849315 0.97386075359503
0.087671232876712 0.95445762921697
0.09041095890411 0.94152248003904
0.093150684931507 0.92446695175427
0.095890410958904 0.92409228033477
0.098630136986301 0.90088158911711
0.1013698630137 0.89975147508774
0.1041095890411 0.91217493080607
0.10684931506849 0.91164256466571
0.10958904109589 0.94958950429488
0.11232876712329 0.95947188855478
0.11506849315068 0.94116218191509
0.11780821917808 0.94719523441139
0.12054794520548 0.94802386187576
0.12328767123288 0.94584777363651
0.12602739726027 0.91824545482744
0.12876712328767 0.93781812113084
0.13150684931507 0.92997726609988
0.13424657534247 0.94733745676539
0.13698630136986 0.95087635692401
0.13972602739726 0.9284639105177
0.14246575342466 0.90415470469721
0.14520547945205 0.92701536223606
0.14794520547945 0.87962146794029
0.15068493150685 0.85197300004662
0.15342465753425 0.86708291428456
0.15616438356164 0.90292733158612
0.15890410958904 0.92661708464572
0.16164383561644 0.94382562552328
0.16438356164384 0.93359332832634
0.16712328767123 0.92021451674704
0.16986301369863 0.91512672501247
0.17260273972603 0.9183374679685
0.17534246575342 0.91441135819761
0.17808219178082 0.92100080792353
0.18082191780822 0.8945327507347
0.18356164383562 0.9108217297887
0.18630136986301 0.93129608698674
0.18904109589041 0.94107946200302
0.19178082191781 0.94154976360272
0.19452054794521 0.92748725321148
0.1972602739726 0.92098899951133
0.2 0.91313720869857
0.2027397260274 0.91838828167712
0.20547945205479 0.93084402016282
0.20821917808219 0.93405882296685
0.21095890410959 0.92869204685768
0.21369863013699 0.94335638546829
0.21643835616438 0.9472169113771
0.21917808219178 0.936118905255
0.22191780821918 0.92564637498044
0.22465753424658 0.90443061426496
0.22739726027397 0.86540739822192
0.23013698630137 0.87674676880196
0.23287671232877 0.88259525226229
0.23561643835616 0.87792232914949
0.23835616438356 0.87823077255936
0.24109589041096 0.9165835519443
0.24383561643836 0.886900361473
0.24657534246575 0.87953190041919
0.24931506849315 0.8844296017549
0.25205479452055 0.88510632257644
0.25479452054795 0.91647025653915
0.25753424657534 0.88366943284609
0.26027397260274 0.88396119028403
0.26301369863014 0.90097659629594
0.26575342465753 0.90447265737239
0.26849315068493 0.92705260649773
0.27123287671233 0.93852283816059
0.27397260273973 0.94537421658754
0.27671232876712 0.96742265024404
0.27945205479452 0.98512119839313
0.28219178082192 0.98788107908544
0.28493150684932 0.988516276215
0.28767123287671 1.0063624354743
0.29041095890411 1.0062861086362
0.29315068493151 1.0064971903247
0.2958904109589 1.0248256740831
0.2986301369863 1.0650638282912
0.3013698630137 1.0979446443081
0.3041095890411 1.0707648012989
0.30684931506849 1.0727877399937
0.30958904109589 1.0948621874207
0.31232876712329 1.1429362597341
0.31506849315068 1.1478784475885
0.31780821917808 1.1589220523736
0.32054794520548 1.1279789707232
0.32328767123288 1.1415920444331
0.32602739726027 1.1463805388744
0.32876712328767 1.1324051587409
0.33150684931507 1.1189922808417
0.33424657534247 1.0857426632846
0.33698630136986 1.0313977799543
0.33972602739726 1.0146511442371
0.34246575342466 1.0270500823759
0.34520547945205 0.97644915504186
0.34794520547945 0.99459614582533
0.35068493150685 0.96824085762472
0.35342465753425 0.97693837295595
0.35616438356164 0.98512452611146
0.35890410958904 0.95329009593455
0.36164383561644 0.94363823006395
0.36438356164384 0.90281260233156
0.36712328767123 0.90156325229715
0.36986301369863 0.88521771186279
0.37260273972603 0.87776493004187
0.37534246575342 0.90324355857764
0.37808219178082 0.90813868741927
0.38082191780822 0.93336591219726
0.38356164383562 0.9157571109366
0.38630136986301 0.89864445067955
0.38904109589041 0.93124798980503
0.39178082191781 0.96954672894457
0.39452054794521 0.96861258817611
0.3972602739726 0.94990643877583
0.4 0.96964728561916
0.4027397260274 0.97223883671009
0.40547945205479 0.99446284117459
0.40821917808219 0.99969586716932
0.41095890410959 0.98208308175956
0.41369863013699 0.95891597064117
0.41643835616438 0.98579723929437
0.41917808219178 0.99549457921581
0.42191780821918 0.978993636419
0.42465753424658 0.98692891440893
0.42739726027397 1.0022655658223
0.43013698630137 0.99581582790512
0.43287671232877 0.992693366006
0.43561643835616 0.99128670178524
0.43835616438356 0.99897398686814
0.44109589041096 1.0200021319687
0.44383561643836 1.0171143176179
0.44657534246575 1.041626698695
0.44931506849315 1.0306654508536
0.45205479452055 1.0402774618631
0.45479452054795 1.0612016374101
0.45753424657534 1.0817887979072
0.46027397260274 1.1032820412612
0.46301369863014 1.0993584456738
0.46575342465753 1.0843463611819
0.46849315068493 1.0885185114358
0.47123287671233 1.0964529158889
0.47397260273973 1.1219706030678
0.47671232876712 1.1240643781709
0.47945205479452 1.1425098231275
0.48219178082192 1.1466592942594
0.48493150684932 1.1448390385471
0.48767123287671 1.123087333171
0.49041095890411 1.1210693844645
0.49315068493151 1.0944171768383
0.4958904109589 1.1113495227026
0.4986301369863 1.1030335330085
0.5013698630137 1.1033620712376
0.5041095890411 1.1263598462822
0.50684931506849 1.1337556721587
0.50958904109589 1.1461469842617
0.51232876712329 1.1364562878354
0.51506849315068 1.15516465948
0.51780821917808 1.1465056017784
0.52054794520548 1.1531556056679
0.52328767123288 1.1662371628098
0.52602739726027 1.1238935717958
0.52876712328767 1.1144797670062
0.53150684931507 1.0864441550974
0.53424657534247 1.0395884917775
0.53698630136986 1.0540566214427
0.53972602739726 1.0699767054158
0.54246575342466 1.0573822253451
0.54520547945205 1.0594271326368
0.54794520547945 1.0593935174801
0.55068493150685 1.077441206643
0.55342465753425 1.0690835411578
0.55616438356164 1.0632596319938
0.55890410958904 1.0463546855302
0.56164383561644 1.0451038095625
0.56438356164384 1.0612406843059
0.56712328767123 1.0600588031771
0.56986301369863 1.0328976255229
0.57260273972603 1.0360533328617
0.57534246575342 1.0242530372898
0.57808219178082 1.037090871254
0.58082191780822 1.0481783375544
0.58356164383562 1.0441570599795
0.58630136986301 1.0504372102633
0.58904109589041 1.0384650725284
0.59178082191781 1.0476979942717
0.59452054794521 1.0286170145954
0.5972602739726 1.0321893275179
0.6 1.0401945745784
0.6027397260274 1.0435407663277
0.60547945205479 1.0425019919985
0.60821917808219 1.0473427668561
0.61095890410959 1.0484706865993
0.61369863013699 1.0437934115684
0.61643835616438 1.0410826362651
0.61917808219178 1.037960816847
0.62191780821918 1.0313453410174
0.62465753424658 1.0306209722634
0.62739726027397 1.0403606941376
0.63013698630137 1.0418397576189
0.63287671232877 1.0613131391082
0.63561643835616 1.0448932069772
0.63835616438356 1.0283173999294
0.64109589041096 1.0347494236827
0.64383561643836 1.0348043207184
0.64657534246575 1.0391546470658
0.64931506849315 1.0397882206874
0.65205479452055 1.0436408903304
0.65479452054795 1.0413096543027
0.65753424657534 1.0398072215772
0.66027397260274 1.0303780232855
0.66301369863014 1.0116238961255
0.66575342465753 1.0100767571489
0.66849315068493 1.0225609702525
0.67123287671233 1.0244095065576
0.67397260273973 1.0260859242279
0.67671232876712 1.0307955690026
0.67945205479452 1.030374594331
0.68219178082192 1.0317521423833
0.68493150684932 1.0358790299702
0.68767123287671 1.0440141979465
0.69041095890411 1.0390149583115
0.69315068493151 1.0456040226852
0.6958904109589 1.0423915436262
0.6986301369863 1.0322197848967
0.7013698630137 1.0336350824097
0.7041095890411 1.0077649228998
0.70684931506849 0.97916718472697
0.70958904109589 0.95403635220174
0.71232876712329 0.97526645020563
0.71506849315068 0.95882196311885
0.71780821917808 0.93227105995797
0.72054794520548 0.94145508295888
0.72328767123288 0.9639831703904
0.72602739726027 0.96752099215588
0.72876712328767 0.96796937058095
0.73150684931507 0.97736168605364
0.73424657534247 0.97882162149133
0.73698630136986 0.96609135024226
0.73972602739726 0.95348402640582
0.74246575342466 0.98413915506478
0.74520547945205 1.0126800730988
0.74794520547945 1.0089613825148
0.75068493150685 1.0164016412043
0.75342465753425 0.99284779539569
0.75616438356164 0.97936457333782
0.75890410958904 0.96023943352587
0.76164383561644 0.95552561565378
0.76438356164384 0.97219582023485
0.76712328767123 0.96798672846468
0.76986301369863 0.95835595322899
0.77260273972603 0.98203614909344
0.77534246575342 0.96494567937523
0.77808219178082 0.95930381226149
0.78082191780822 0.94739324624445
0.78356164383562 0.94946180415436
0.78630136986301 0.93278462099281
0.78904109589041 0.91801400284314
0.79178082191781 0.92695120042
0.79452054794521 0.92498759709251
0.7972602739726 0.93428585772858
0.8 0.93200617739864
0.8027397260274 0.91578616065671
0.80547945205479 0.92561189645499
0.80821917808219 0.92988003640453
0.81095890410959 0.92763157149194
0.81369863013699 0.9059556420628
0.81643835616438 0.92004252588974
0.81917808219178 0.91801793801596
0.82191780821918 0.91049223139685
0.82465753424658 0.91660577272595
0.82739726027397 0.91743385981853
0.83013698630137 0.91882078936651
0.83287671232877 0.92460224188653
0.83561643835616 0.92228632102795
0.83835616438356 0.93075369585555
0.84109589041096 0.93401288564713
0.84383561643836 0.93224863350359
0.84657534246575 0.92967542840328
0.84931506849315 0.93807812362008
0.85205479452055 0.9391914230841
0.85479452054795 0.94361309281084
0.85753424657534 0.94692457727205
0.86027397260274 0.95290807257181
0.86301369863014 0.95486916234786
0.86575342465753 0.97044662617194
0.86849315068493 0.97255364997481
0.87123287671233 0.97874776317645
0.87397260273973 0.97040968395799
0.87671232876712 0.95762081089368
0.87945205479452 0.9520667802916
0.88219178082192 0.95434076431851
0.88493150684932 0.95885266263054
0.88767123287671 0.96052547383137
0.89041095890411 0.9680951322876
0.89315068493151 0.97147768411416
0.8958904109589 0.97586935765174
0.8986301369863 0.96888436553688
0.9013698630137 0.97719022960706
0.9041095890411 0.98840571965476
0.90684931506849 0.99285941887569
0.90958904109589 0.99424297566893
0.91232876712329 0.99244658144009
0.91506849315068 0.98704648922934
0.91780821917808 0.98673960876993
0.92054794520548 1.0105995949773
0.92328767123288 1.0017428135522
0.92602739726027 1.0120865451874
0.92876712328767 1.0068627951039
0.93150684931507 1.0090542704033
0.93424657534247 1.0143498947639
0.93698630136986 1.0191879102348
0.93972602739726 1.0201200251922
0.94246575342466 1.0173185378183
0.94520547945205 1.0194958425235
0.94794520547945 1.0238128766521
0.95068493150685 1.0305956390992
0.95342465753425 1.026365177972
0.95616438356164 1.0456246312007
0.95890410958904 1.0550852688598
0.96164383561644 1.0509656313778
0.96438356164384 1.0614659387861
0.96712328767123 1.0472155076263
0.96986301369863 1.0344580139225
0.97260273972603 1.0322439129725
0.97534246575342 1.0289750031365
0.97808219178082 1.0216299789726
0.98082191780822 1.0308598987886
0.98356164383562 1.0412935236599
0.98630136986301 1.0300007395032
0.98904109589041 1.0257482837606
0.99178082191781 1.0132623579768
0.99452054794521 1.0157092723086
0.9972602739726 1.0191255808903
#
#
# --------------------
# variance data
# --------------------

# variance path 0
0 0.1225
0.0027397260273973 0.11921110845011
0.0054794520547945 0.11671925166728
0.0082191780821918 0.13335748345538
0.010958904109589 0.13964011455399
0.013698630136986 0.14690345824907
0.016438356164384 0.16005974691368
0.019178082191781 0.15225539563405
0.021917808219178 0.14471122451957
0.024657534246575 0.15047942907876
0.027397260273973 0.14358925643372
0.03013698630137 0.13954111729264
0.032876712328767 0.13239927664181
0.035616438356164 0.13408105546546
0.038356164383562 0.11221453698545
0.041095890410959 0.13546530517785
0.043835616438356 0.12960867457615
0.046575342465753 0.13104198158087
0.049315068493151 0.13839124375917
0.052054794520548 0.14597520802214
0.054794520547945 0.15030035250835
0.057534246575342 0.15168932659283
0.06027397260274 0.15782298244274
0.063013698630137 0.16286675934835
0.065753424657534 0.1579716597646
0.068493150684932 0.1551420696515
0.071232876712329 0.14956249624034
0.073972602739726 0.14079126507921
0.076712328767123 0.13890593652245
0.079452054794521 0.13803846169666
0.082191780821918 0.14828581319695
0.084931506849315 0.1566748275095
0.087671232876712 0.1491606204419
0.09041095890411 0.16632174314135
0.093150684931507 0.17579832320058
0.095890410958904 0.18437251561956
0.098630136986301 0.18488472705756
0.1013698630137 0.17321888571338
0.1041095890411 0.17018078298771
0.10684931506849 0.17554543645355
0.10958904109589 0.17794132725382
0.11232876712329 0.18829398581715
0.11506849315068 0.19242488451868
0.11780821917808 0.1990692022452
0.12054794520548 0.18934076627511
0.12328767123288 0.18289849434624
0.12602739726027 0.19476546695791
0.12876712328767 0.18326448309707
0.13150684931507 0.17445965398565
0.13424657534247 0.18196539799696
0.13698630136986 0.16734913078689
0.13972602739726 0.1826238663539
0.14246575342466 0.17475151581119
0.14520547945205 0.18033934404467
0.14794520547945 0.17637160716164
0.15068493150685 0.16606679165594
0.15342465753425 0.1708340173855
0.15616438356164 0.16059766932935
0.15890410958904 0.16492380813409
0.16164383561644 0.16187741453199
0.16438356164384 0.14956681956518
0.16712328767123 0.14552575326061
0.16986301369863 0.14169294008742
0.17260273972603 0.13260380624705
0.17534246575342 0.13226743759582
0.17808219178082 0.13307659498464
0.18082191780822 0.13781730146373
0.18356164383562 0.12121496730226
0.18630136986301 0.11480385928053
0.18904109589041 0.11375152504243
0.19178082191781 0.12100063724832
0.19452054794521 0.12442615333384
0.1972602739726 0.13574940232697
0.2 0.14424270315199
0.2027397260274 0.12740468644877
0.20547945205479 0.14210031902501
0.20821917808219 0.13232778116412
0.21095890410959 0.12462462299285
0.21369863013699 0.13183699872621
0.21643835616438 0.13055344724794
0.21917808219178 0.13801969513654
0.22191780821918 0.13634794258392
0.22465753424658 0.14884335951968
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