#include "xf_fintech/fd_bs_local_volatility_solver.hpp"
template < typename DT, typename DT_EQ_TYPE, unsigned int N, unsigned int M > void FdBsLvSolver ( ap_uint <512>* xGrid, ap_uint <512>* tGrid, ap_uint <512>* sigma, ap_uint <512>* rate, ap_uint <512>* initialCondition, float theta, DT boundary_lower, DT boundary_upper, unsigned int tSteps, ap_uint <512>* solution )
Entry point to Fd1D Solver.
Parameters:
| DT | Data Type used for this function |
| DT_EQ_TYPE | Integer data type of same width as DT |
| N | Discretized spatial grid size |
| M | Discretized temporal grid maximum possible size |
| xGrid | Pointer to spatial grid |
| tGrid | Pointer to temporal grid |
| sigma | Pointer to 2D volatility array sigma(x,t) |
| rate | Pointer to interest rate vector |
| boundary | Pointer to boundary vector |
| boundary | Pointer to initial condition |
| tGrid | Pointer to temporal grid |
| theta | Controls explicit/implicit/Crank-Nicholson |
| tSteps | Size of tGrid |
| solution | Final solution vector |