HestonFD overload (1)

HestonFD (
    HestonFDModelParameters& AnyModelParameters,
    HestonFDSolverParameters& AnySolverParameters

Class constructor instantiated with an instance of XLNXHestonModelParameters & XLNXHestonSolverParameters.


HestonFDReturnVal Solve (
    HestonFDPriceRam& AnyPriceRam,
    std::vector <double>& S,
    std::vector <double>& V

Solve Heston FD, returns the full price grid, vector of the stock price and vector of variance values.


HestonFDReturnVal Meta (std::chrono::milliseconds& AnyExecutionTime)

Return the time taken to solve Heston FD.