class xf::fintech::HestonFDPriceRam

#include "xf_fintech_heston_price_ram.hpp"

Overview

Heston FD Model Price Ram Class.

Methods

HestonFDPriceRam

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