HestonFDPriceRam (HestonFDSolverParameters& AnySolverParameters)
Class Constructor for memory allocation.
~HestonFDPriceRam
~HestonFDPriceRam ()
Class Destructor to free memory.
RAM_Is_Acquired
bool RAM_Is_Acquired ()
Check if memory has been successfully aquired.
Get_m1_GridSize
int Get_m1_GridSize ()
return m1 grid size
Get_m2_GridSize
int Get_m2_GridSize ()
return m2 grid size
Get_PriceGrid
double* Get_PriceGrid ()
return pointer to the price grid