Hessian geometry and the holomorphic anomaly

We present a geometrical framework which incorporates higher derivative corrections to the action of N = 2 vector multiplets in terms of an enlarged scalar manifold which includes a complex deformation parameter. This enlarged space carries a deformed version of special Kähler geometry which we characterise. The holomorphic anomaly equation arises in this framework from the integrability condition for the existence of a Hesse potential.