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Re: Heston test suite

Posted: June 5th, 2020, 12:46 pm
by jherekhealy
Thanks for the clarifications Alan.

I have created a small Julia package if anyone needs reference numbers of option prices under Heston with a high accuracy.

https://github.com/jherekhealy/CharFuncPricing.jl

Re: Heston test suite

Posted: June 6th, 2020, 12:09 am
by Alan
 But it got corrupted under some forum re-do, so is pretty unreadable.

aka FUBAR
Re-watching "Saving Private Ryan"? I was on Memorial Day. 

Re: Heston test suite

Posted: June 6th, 2020, 12:35 pm
by Cuchulainn
 But it got corrupted under some forum re-do, so is pretty unreadable.

aka FUBAR
Re-watching "Saving Private Ryan"? I was on Memorial Day. 
Didn't see that movie. foo bar has been in computing folklore for some time.

The terms foobar (/ˈfuːbɑːr/), or foo and others are used as metasyntactic variables and placeholder names in computer programming or computer-related documentation.[1] They have been used to name entities such as variables, functions, and commands whose exact identity is unimportant and serve only to demonstrate a concept.
#include <stdio.h>

int main() {
   const char *foo = "Hello";
   const char *bar = "World!";
   fprintf(stdout, "%s %s\n", foo, bar);

   return 0;
}


Re: Heston test suite

Posted: June 6th, 2020, 2:10 pm
by Alan
It's a great movie -- highly recommended. FUBAR is a running joke on one of the privates in Tom Hank's WWII platoon, who takes about 1/2 the movie to figure out what it means.