[python-arrayfire] 205/250: Minor fixes to Heston model example to reduce memory footprint
Ghislain Vaillant
ghisvail-guest at moszumanska.debian.org
Mon Mar 28 22:59:49 UTC 2016
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ghisvail-guest pushed a commit to branch debian/master
in repository python-arrayfire.
commit bb0045b74abea318c7d4692be63f5fa4671e0a3a
Author: Pavan Yalamanchili <pavan at arrayfire.com>
Date: Thu Dec 24 21:47:50 2015 -0500
Minor fixes to Heston model example to reduce memory footprint
---
examples/financial/heston_model.py | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/examples/financial/heston_model.py b/examples/financial/heston_model.py
index 041f9d3..640127e 100644
--- a/examples/financial/heston_model.py
+++ b/examples/financial/heston_model.py
@@ -67,9 +67,9 @@ def simulateHestonModel( T, N, R, mu, kappa, vBar, sigmaV, rho, x0, v0 ) :
def main():
T = 1
- nT = 10 * T
+ nT = 20 * T
R_first = 1000
- R = 20000000
+ R = 5000000
x0 = 0 # initial log stock price
v0 = 0.087**2 # initial volatility
--
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