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high-performance-computing
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Heston model has accurate density approximations for European option prices, which are of interest.
The module implementing this method should live under tf_quant_finance/volatility/heston_approximation.py. It should support both European option puts and calls approximations. Tests should be in heston_approximation_test.py in the same folder.
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Just an FYI whilst I was trawling through the ROCm GitHub page:
https://rocmdocs.amd.com/en/latest/Programming_Guides/Programming-Guides.html#
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utils::ptr_vector<T>
serves a similar purpose like smart pointers from std
. We should remove this implementation in favor of smart pointers from std
.
I already took care of replacing utils::ptr_vector<T>
with std::unique_ptr
in precice/precice#1159, but there are many more places, where utils::ptr_vector<T>
is used.
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Currently, you can do something like this:
Task(Flow/RunID/StepName)
and this will not result in an error but then the resultingTask
object behaves in a bizarre manner where things liket.data
will work butt.data.my_artifact
will not for example.We should validate the format of the pathspec passed in to each object and verify that the following are the only possible cases: