template class xf::fintech::BrownianBridge¶
#include "brownian_bridge.hpp"
Overview¶
Brownian bridge transformation using inverse simulation.
Parameters:
DT | data type supported include float and double. |
SZ | maximum length of input sequence, maximum is 1024. |
template < typename DT, int SZ > class BrownianBridge
Methods¶
transform¶
void transform ( hls::stream <DT>& in_strm, hls::stream <DT>& out_strm )
Transform in_strm to out_strm using brownian bridge transformation.
Parameters:
in_strm | stream containing input sequence |
out_strm | stream containing output sequence which applys to brownian bridge disribution |
initialize¶
void initialize (ap_uint <W> size_in)
Initialize weights, indices, standard deviations used in transformation.
Parameters:
size_in | the lenght of sequence to be transformed. |