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

BrownianBridge ()

Default constructor.

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

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.