template class xf::fintech::internal::HestonPathGenerator¶
#include "path_generator.hpp"
Overview¶
Generator log of price of underlying asset, based on Heston Model.
Parameters:
discrT | variation of Heston model |
DT | supported data type including double and float. |
SampNum | Number of path supported. |
template < DiscreType discrT, typename DT, int SampNum, bool WithAntithetic > class HestonPathGenerator // fields static const unsigned int OutN
Methods¶
NextPath¶
void NextPath ( ap_uint <16> steps, ap_uint <16> paths, hls::stream <DT> randNumberStrmIn [2], hls::stream <DT> pathStrmOut [OutN] )
Parameters:
steps | total timesteps of Heston Model |
paths | number of path of single call |
randNumberStrmIn | input random number stream |
pathStrmOut | stream of result generated. |