class xf::fintech::hcf¶
#include "xf_fintech_hcf.hpp"
Overview¶
This class implements the Heston Closed Form Model.
It is intended that the user will populate the asset data structure before calling the run() method and one or more calculated options will be returned.
class hcf: public xf::fintech::OCLController // structs struct hcf_input_data
Inherited Members¶
Methods¶
run¶
int run ( struct hcf_input_data* inputData, float* outputData, int numOptions )
Calculate one or more options based on the populated inputData structure.
Parameters:
inputData | structure to be populated with the asset data |
outputData | one or more calculated option values returned |
numOptions | number of options to be calculated |