hcfEngine - 2024.2 English - XD160

Vitis Libraries

Document ID
XD160
Release Date
2024-11-29
Version
2024.2 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