## Investigate the hardware description language Chisel - A case study implementing the Heston model

• This paper presents a case study comparing the hardware description language „Constructing Hardware in a Scala Embedded Language“(Chisel) to VHDL. For a thorough comparison the Heston Model was implemented, a stochastic model used in financial mathematics to calculate option prices. Metrics like hardware utilization and maximum clock rate were extracted from both resulting designs and compared to each other. The results showed a 30% reduction in code size compared to VHDL, while the resulting circuits had about the same hardware utilization. Using Chisel however proofed to be difficult because of a few features that were not available for this case study.

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