diff --git a/src/hestonModel.h b/src/hestonModel.h
index 7c84e36..8cd9e82 100644
--- a/src/hestonModel.h
+++ b/src/hestonModel.h
@@ -3,11 +3,131 @@
 //  black-scholes
 //
 //  Created by lyndskg on 7/18/23.
-//
+
 
 #ifndef hestonModel_h
 #define hestonModel_h
 
 #include <stdio.h>
+#include <cassert>
+
+#include "blackScholesModel.h"
+#include "optionGreeksModel.h"
+
+using namespace std;
+
+class hestonModel : public optionGreeksModel {
+public:
+// ----------------------------------------------------------------------------
+//                       "hestonModel" Class Declarations
+// ----------------------------------------------------------------------------
+/*------------------------------  CONSTRUCTORS  ------------------------------*/
+    hestonModel();
+    
+    hestonModel(double underlyingPrice, double strikePrice, double riskFreeRate,
+                    double timeToExpiration, double volatility, double V0, double kappa,
+                    double theta, double sigma, double rho, OptionType optionType);
+   
+/*--------------------------- KEY MEMBER FUNCTIONS  ---------------------------*/
+    /* Calculates the option price using the Heston model with stochastic volatility.
+       It uses Euler discretization to approximate the variance process over time,
+       and then calculates the option price based on the type of option (call or put)
+       using the Black-Scholes formula with Heston volatility.*/
+    //
+    // Time complexity: O(num_time_steps)
+    // Space complexity: O(1)
+    double calculateOptionPrice();
+
+    
+    // Function to generate a random number from a standard normal distribution
+    double random_normal();
+
+    
+/*----------------------------  SETTER METHODS  ----------------------------*/
+    
+    // Setter method for V0.
+    //
+    // Time complexity: O(1)
+    // Space complexity: O(1)
+    void setV0(double value) const;
+    
+    
+    // Setter method for Kappa.
+    //
+    // Time complexity: O(1)
+    // Space complexity: O(1)
+    void setKappa(double value) const;
+    
+    
+    // Setter method for Theta.
+    //
+    // Time complexity: O(1)
+    // Space complexity: O(1)
+    void setTheta(double value) const;
+    
+    
+    // Setter method for Sigma.
+    //
+    // Time complexity: O(1)
+    // Space complexity: O(1)
+    void setSigma(double value) const;
+    
+    
+    // Setter method for Rho.
+    //
+    // Time complexity: O(1)
+    // Space complexity: O(1)
+    void setRho(double value) const;
+
+    
+/*----------------------------  GETTER METHODS  ----------------------------*/
+    // Getter method for V0.
+    //
+    // Time complexity: O(1)
+    // Space complexity: O(1)
+    const double& getV0() const;
+    
+    
+    // Getter method for Kappa.
+    //
+    // Time complexity: O(1)
+    // Space complexity: O(1)
+    const double& getKappa() const;
+    
+    
+    // Getter method for Theta.
+    //
+    // Time complexity: O(1)
+    // Space complexity: O(1)
+    const double& getTheta() const;
+    
+    
+    // Getter method for Sigma.
+    //
+    // Time complexity: O(1)
+    // Space complexity: O(1)
+    const double& getSigma() const;
+    
+    
+    // Getter method for Rho.
+    //
+    // Time complexity: O(1)
+    // Space complexity: O(1)
+    const double& getRho() const;
+
+private:
+// ----------------------------------------------------------------------------
+//                  "hestonModel" Member Variables
+// ----------------------------------------------------------------------------
+    // Heston Model Parameters
+    mutable double V0_;    // Initial volatility
+    mutable double kappa_; // Mean reversion speed
+    mutable double theta_; // Long-term mean volatility
+    mutable double sigma_; // Volatility of volatility
+    mutable double rho_;   // Correlation between asset price and volatility
+    
+    const int num_time_steps = 252; // Number of time steps (assuming daily time steps)
+
+}; // class hestonModel
 
 #endif /* hestonModel_h */