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.

Will template be supported for Visual Studio on MAC anytime later? Probably .mpack is needed.

Update the TPCH example to support query 6:

select
	sum(l_extendedprice * l_discount) as revenue
from
	lineitem
where
	l_shipdate >= date ':1'
	and l_shipdate < date ':1' + interval '1' year
	and l_discount between :2 - 0.01 and :2 + 0.01
	and l_quantity < :3;