hcfEngine - 2023.1 English

Vitis Libraries

Release Date
2023-12-20
Version
2023.1 English
#include "xf_fintech/hcf_engine.hpp"
template <typename DT>
DT hcfEngine (struct hcfEngineInputDataType <DT>* input_data)

Engine for Heston Closed Form Solution.

Parameters:

input_data A structure containing the kerenl model parameters

Returns:

the calculated call value