# gnuplot datafile
#
# the following heston parameters have been used:
# mu     =  
# theta  = 0.011875986529 
# kappa  = 1.98937 
# xi     = 0.33147 
# rho    = 0.0258519 
# v_0    = 0.01432809 
# S_0    = 123.4 
#
# --------------------
# spot data
# --------------------

# spot path 0 
0 123.4
0.0027397260273973 123.3922379664
0.0054794520547945 123.42695240017
0.0082191780821918 124.84214483445
0.010958904109589 125.02219579818
0.013698630136986 123.41378065569
0.016438356164384 122.8930351076
0.019178082191781 122.86796911115
0.021917808219178 123.50843543853
0.024657534246575 123.27790212437
0.027397260273973 125.12125465983
0.03013698630137 125.54700544298
0.032876712328767 126.03019004763
0.035616438356164 123.85620486429
0.038356164383562 125.12443004528
0.041095890410959 125.54901171168
0.043835616438356 125.73244494198
0.046575342465753 124.26364924402
0.049315068493151 123.05946538101
0.052054794520548 123.11249591316
0.054794520547945 122.65904150101
0.057534246575342 122.66762400829
0.06027397260274 123.23706785927
0.063013698630137 122.14287298773
0.065753424657534 121.45825708121
0.068493150684932 121.55163557268
0.071232876712329 124.1213339415
0.073972602739726 125.99403256144
0.076712328767123 125.62556960013
0.079452054794521 125.01739652775
0.082191780821918 122.94928679904
0.084931506849315 122.39342070974
0.087671232876712 121.66208341844
0.09041095890411 122.93925910684
0.093150684931507 123.19299202766
0.095890410958904 122.79875951891
0.098630136986301 123.01368278635
0.1013698630137 123.6400635427
0.1041095890411 124.53018198348
0.10684931506849 125.54308324542
0.10958904109589 123.66410734648
0.11232876712329 123.95387242942
0.11506849315068 124.47847098564
0.11780821917808 124.83860932439
0.12054794520548 126.15023918882
0.12328767123288 125.57571498398
0.12602739726027 125.49339807714
0.12876712328767 125.60003517888
0.13150684931507 125.52946271921
0.13424657534247 125.96133193327
0.13698630136986 126.06045932926
0.13972602739726 125.8284408461
0.14246575342466 125.78500339945
0.14520547945205 124.87099592331
0.14794520547945 124.6637178311
0.15068493150685 124.69443612005
0.15342465753425 123.92280287213
0.15616438356164 124.77523032924
0.15890410958904 124.74459245396
0.16164383561644 125.60368392703
0.16438356164384 124.98410169171
0.16712328767123 125.91498242555
0.16986301369863 125.60642326967
0.17260273972603 125.81039143821
0.17534246575342 126.41141313194
0.17808219178082 125.61397767827
0.18082191780822 125.5557456524
0.18356164383562 126.92280735796
0.18630136986301 128.79963673439
0.18904109589041 129.36769336921
0.19178082191781 128.71267304868
0.19452054794521 129.13176535175
0.1972602739726 129.06310912572
0.2 129.70179677009
0.2027397260274 130.5531705786
0.20547945205479 131.21864023821
0.20821917808219 131.94865617545
0.21095890410959 129.80632605667
0.21369863013699 130.32976699235
0.21643835616438 129.59570588094
0.21917808219178 129.03755632656
0.22191780821918 129.13213749292
0.22465753424658 128.35019727648
0.22739726027397 130.33473520326
0.23013698630137 130.35802836263
0.23287671232877 131.129304443
0.23561643835616 133.07302398261
0.23835616438356 133.01952340488
0.24109589041096 133.08291980784
0.24383561643836 133.18490170476
0.24657534246575 135.75601058072
0.24931506849315 135.45042851801
0.25205479452055 137.15975424099
0.25479452054795 134.54138694829
0.25753424657534 135.18116827479
0.26027397260274 133.87336294956
0.26301369863014 133.4325640724
0.26575342465753 135.14974228064
0.26849315068493 134.00843585607
0.27123287671233 132.03576823656
0.27397260273973 131.7046277974
0.27671232876712 131.90089348789
0.27945205479452 133.82978063431
0.28219178082192 131.09550580541
0.28493150684932 128.94871344017
0.28767123287671 126.56024200372
0.29041095890411 125.51816117865
0.29315068493151 125.10640428223
0.2958904109589 124.00682854815
0.2986301369863 125.44747653901
0.3013698630137 125.24369076524
0.3041095890411 126.37606971711
0.30684931506849 124.32768564723
0.30958904109589 122.88025481389
0.31232876712329 123.78323951919
0.31506849315068 125.39795666767
0.31780821917808 126.19940965699
0.32054794520548 125.6671125508
0.32328767123288 125.25412367339
0.32602739726027 122.5473373369
0.32876712328767 122.00801118569
0.33150684931507 121.0273921404
0.33424657534247 119.58512951929
0.33698630136986 119.58505662549
0.33972602739726 119.58631939786
0.34246575342466 118.83733496352
0.34520547945205 120.70683938439
0.34794520547945 121.37250187375
0.35068493150685 119.94698051822
0.35342465753425 119.27587021535
0.35616438356164 118.7822462726
0.35890410958904 118.79919048736
0.36164383561644 118.28198547953
0.36438356164384 117.51642932637
0.36712328767123 116.53598185325
0.36986301369863 120.72813719056
0.37260273972603 120.82557094519
0.37534246575342 120.02295665812
0.37808219178082 124.8898513261
0.38082191780822 125.68483637148
0.38356164383562 124.74422078908
0.38630136986301 124.78407643161
0.38904109589041 123.68210951219
0.39178082191781 120.62949288461
0.39452054794521 123.41011636966
0.3972602739726 124.25223968873
0.4 124.74568114684
0.4027397260274 125.19501827041
0.40547945205479 126.03591086323
0.40821917808219 126.86487730052
0.41095890410959 127.39046336204
0.41369863013699 129.16522444906
0.41643835616438 130.13364106008
0.41917808219178 130.08075384414
0.42191780821918 130.44468426564
0.42465753424658 132.01728321291
0.42739726027397 131.52029192953
0.43013698630137 131.25958224281
0.43287671232877 129.64550242903
0.43561643835616 129.97486305094
0.43835616438356 127.07470299596
0.44109589041096 126.5439531954
0.44383561643836 129.32750775356
0.44657534246575 126.78384330556
0.44931506849315 126.72053218139
0.45205479452055 125.09070582188
0.45479452054795 123.4440741181
0.45753424657534 124.06607712223
0.46027397260274 126.33318806885
0.46301369863014 125.06623206918
0.46575342465753 124.53802411641
0.46849315068493 129.95766155502
0.47123287671233 126.80126314743
0.47397260273973 124.95779839331
0.47671232876712 123.621930235
0.47945205479452 124.59688935296
0.48219178082192 126.03598401023
0.48493150684932 125.51945875878
0.48767123287671 126.10018365286
0.49041095890411 124.89355350223
0.49315068493151 126.43284468288
0.4958904109589 128.65163489619
0.4986301369863 128.18614089965
#
#
# --------------------
# variance data
# --------------------

# variance path 0
0 0.01432809
0.0027397260273973 0.015363008339965
0.0054794520547945 0.012327750548372
0.0082191780821918 0.012257111686822
0.010958904109589 0.013911257381126
0.013698630136986 0.015081547239607
0.016438356164384 0.011839026973712
0.019178082191781 0.012174558776031
0.021917808219178 0.010880322945803
0.024657534246575 0.015559225453655
0.027397260273973 0.01704192340443
0.03013698630137 0.017542791504781
0.032876712328767 0.020479957280628
0.035616438356164 0.019940417063456
0.038356164383562 0.020292244419928
0.041095890410959 0.022525755846216
0.043835616438356 0.022162400245074
0.046575342465753 0.020928257695504
0.049315068493151 0.020308921842719
0.052054794520548 0.022055158800709
0.054794520547945 0.020341881599049
0.057534246575342 0.020187624391787
0.06027397260274 0.020673914027966
0.063013698630137 0.024816282995897
0.065753424657534 0.026998913522463
0.068493150684932 0.021613865589756
0.071232876712329 0.021090283961689
0.073972602739726 0.021434970757447
0.076712328767123 0.023023730260015
0.079452054794521 0.025317680532689
0.082191780821918 0.025712165554406
0.084931506849315 0.022159129989869
0.087671232876712 0.020481118376263
0.09041095890411 0.018460087615757
0.093150684931507 0.018456307422945
0.095890410958904 0.02120120401122
0.098630136986301 0.024043240026386
0.1013698630137 0.020096576940466
0.1041095890411 0.021366465724898
0.10684931506849 0.016310081435619
0.10958904109589 0.014332993112224
0.11232876712329 0.011000458575371
0.11506849315068 0.01102114632718
0.11780821917808 0.0098617328891352
0.12054794520548 0.010020201974263
0.12328767123288 0.010409769497905
0.12602739726027 0.013220767998046
0.12876712328767 0.015822264777455
0.13150684931507 0.018050864504027
0.13424657534247 0.016305490731547
0.13698630136986 0.016982413772562
0.13972602739726 0.018216900072151
0.14246575342466 0.014360405539749
0.14520547945205 0.016106988905844
0.14794520547945 0.021211244684751
0.15068493150685 0.021293450130153
0.15342465753425 0.019770394869951
0.15616438356164 0.022219498684705
0.15890410958904 0.026105892179308
0.16164383561644 0.028192514986542
0.16438356164384 0.029185797128126
0.16712328767123 0.025077860996421
0.16986301369863 0.027541864917048
0.17260273972603 0.023139273083867
0.17534246575342 0.023493932058909
0.17808219178082 0.023104464312904
0.18082191780822 0.021493572058448
0.18356164383562 0.022629940810216
0.18630136986301 0.020502793601337
0.18904109589041 0.017861958339302
0.19178082191781 0.020908040418136
0.19452054794521 0.024027309622547
0.1972602739726 0.024897978011467
0.2 0.023515067642035
0.2027397260274 0.024938325552772
0.20547945205479 0.025659077543137
0.20821917808219 0.028156141384992
0.21095890410959 0.028726355805488
0.21369863013699 0.030467423353121
0.21643835616438 0.028682167482959
0.21917808219178 0.029577675851186
0.22191780821918 0.029785579310957
0.22465753424658 0.027702446133268
0.22739726027397 0.027725598940914
0.23013698630137 0.03321685902036
0.23287671232877 0.030861048062684
0.23561643835616 0.030477458415255
0.23835616438356 0.030499832688803
0.24109589041096 0.028397685234785
0.24383561643836 0.029455519376383
0.24657534246575 0.029966430593916
0.24931506849315 0.027993040163123
0.25205479452055 0.025116443145432
0.25479452054795 0.026129415411536
0.25753424657534 0.026473005084928
0.26027397260274 0.026928352434471
0.26301369863014 0.029505599513629
0.26575342465753 0.029217928083117
0.26849315068493 0.034606973996501
0.27123287671233 0.033355880824362
0.27397260273973 0.034623417335571
0.27671232876712 0.039612295610404
0.27945205479452 0.041004474511018
0.28219178082192 0.043232945434833
0.28493150684932 0.042310196218996
0.28767123287671 0.036682558452672
0.29041095890411 0.040019343156533
0.29315068493151 0.046100782953394
0.2958904109589 0.04273712552874
0.2986301369863 0.03946085848109
0.3013698630137 0.036054730480135
0.3041095890411 0.034251038566434
0.30684931506849 0.036193416420039
0.30958904109589 0.03217613131934
0.31232876712329 0.033025281140968
0.31506849315068 0.032070665596482
0.31780821917808 0.033475973062566
0.32054794520548 0.035030753861043
0.32328767123288 0.037321827155034
0.32602739726027 0.034623252783288
0.32876712328767 0.033148083205382
0.33150684931507 0.035680917466933
0.33424657534247 0.036975387848549
0.33698630136986 0.038210191979498
0.33972602739726 0.037389682528581
0.34246575342466 0.038955076228317
0.34520547945205 0.0443964843593
0.34794520547945 0.046911840186347
0.35068493150685 0.047876832796007
0.35342465753425 0.050632054085458
0.35616438356164 0.057725542827524
0.35890410958904 0.058131249462886
0.36164383561644 0.062339680312057
0.36438356164384 0.059256382590119
0.36712328767123 0.058114564373968
0.36986301369863 0.064029812993438
0.37260273972603 0.063697960412961
0.37534246575342 0.064481567856802
0.37808219178082 0.068507687791707
0.38082191780822 0.071265943944399
0.38356164383562 0.062728524721079
0.38630136986301 0.061328396945927
0.38904109589041 0.059730294082138
0.39178082191781 0.058332517503265
0.39452054794521 0.061184716849504
0.3972602739726 0.059301936038564
0.4 0.057788548895994
0.4027397260274 0.05878873662016
0.40547945205479 0.056974983798254
0.40821917808219 0.059116256474418
0.41095890410959 0.068105557243733
0.41369863013699 0.063752503811993
0.41643835616438 0.067354191215225
0.41917808219178 0.068740858134498
0.42191780821918 0.069032962098253
0.42465753424658 0.069694249483289
0.42739726027397 0.07342100205946
0.43013698630137 0.074533936304006
0.43287671232877 0.076866794975234
0.43561643835616 0.07704949286366
0.43835616438356 0.066015506512544
0.44109589041096 0.066544256666013
0.44383561643836 0.077896707006734
0.44657534246575 0.073552550343391
0.44931506849315 0.074729043718849
0.45205479452055 0.078278361015565
0.45479452054795 0.077046405156569
0.45753424657534 0.080315325516733
0.46027397260274 0.074980663123681
0.46301369863014 0.07945231461815
0.46575342465753 0.079169210540702
0.46849315068493 0.079347203144723
0.47123287671233 0.080777307731217
0.47397260273973 0.07887959517826
0.47671232876712 0.065746109152941
0.47945205479452 0.069750519797221
0.48219178082192 0.068249176697978
0.48493150684932 0.066301086727135
0.48767123287671 0.06623351454875
0.49041095890411 0.06842425113647
0.49315068493151 0.070164426643962
0.4958904109589 0.077523999145308
0.4986301369863 0.0840947538701