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.