update to new IQAE and add comments

Author: nati-erez

applications/finance/value_at_risk/Persik.metadata.json

@@ -0,0 +1,8 @@
+{
+  "friendly_name": "Value At Risk",
+  "description": "Value At Risk",
+  "problem_domain_tags": [],
+  "vertical_tags": ["finance"],
+  "qmod_type": ["application"],
+  "level": ["advanced"]
+}

applications/finance/value_at_risk/value_at_risk.ipynb

@@ -1,17 +1,5 @@
-qstruct OptionPricingState {
-  asset: qnum<7, False, 0>;
-  ind: qbit;
-}
-
-qfunc iqae_algorithm(k: int, oracle_operand: qperm (qbit[]), sp_operand: qfunc (qbit[]), x: qbit[]) {
-  sp_operand(x);
-  power (k) {
-    grover_operator(oracle_operand, sp_operand, x);
-  }
-}
-
-qperm iqae_oracle(const state: OptionPricingState) {
-  Z(state.ind);
+qperm oracle(const est_reg: qbit[]) {
+  Z(est_reg[est_reg.len - 1]);
 }
 
 qfunc load_distribution(asset: qnum) {
@@ -148,19 +136,27 @@ qfunc load_distribution(asset: qnum) {
 }
 
 qperm payoff(const asset: qnum, ind: qbit) {
-  ind ^= asset < 34;
+  ind ^= asset < 32;
+}
+
+qfunc state_preparation(asset: qbit[], ind: qbit) {
+  load_distribution(asset);
+  payoff(asset, ind);
 }
 
-qfunc state_preparation(state: OptionPricingState) {
-  load_distribution(state.asset);
-  payoff(state.asset, state.ind);
+qfunc space_transform(est_reg: qbit[]) {
+  state_preparation(est_reg[0:est_reg.len - 1], est_reg[est_reg.len - 1]);
 }
 
-qfunc main(k: int, output ind: qbit) {
-  state: OptionPricingState;
-  allocate(8, state);
-  iqae_algorithm(k, iqae_oracle, state_preparation, state);
-  asset: qnum<7>;
-  state -> {asset, ind};
-  drop(asset);
+qfunc main(k: int, output indicator: qbit) {
+  est_reg: qbit[];
+  problem_vars: qbit[7];
+  allocate(problem_vars);
+  allocate(indicator);
+  within {
+    {problem_vars, indicator} -> est_reg;
+  } apply {
+    amplitude_amplification(k, oracle, space_transform, est_reg);
+  }
+  drop(problem_vars);
 }

applications/finance/value_at_risk/value_at_risk.metadata.json

@@ -1,42 +1,43 @@
 {
   "constraints": {
     "max_gate_count": {},
+    "max_width": 28,
     "optimization_parameter": "no_opt"
   },
   "preferences": {
     "custom_hardware_settings": {
       "basis_gates": [
-        "sxdg",
+        "r",
+        "rz",
+        "u2",
+        "cx",
         "cz",
+        "u",
         "h",
+        "ry",
+        "sxdg",
+        "u1",
+        "p",
         "cy",
-        "s",
-        "cx",
-        "rx",
-        "x",
+        "t",
         "sdg",
-        "y",
-        "u1",
-        "u",
+        "x",
+        "id",
+        "rx",
+        "s",
         "tdg",
-        "rz",
-        "ry",
-        "r",
-        "u2",
         "z",
         "sx",
-        "p",
-        "t",
-        "id"
+        "y"
       ],
       "is_symmetric_connectivity": true
     },
     "debug_mode": true,
-    "machine_precision": 8,
+    "machine_precision": 7,
     "optimization_level": 1,
     "output_format": ["qasm"],
     "pretty_qasm": true,
-    "random_seed": 2641333644,
+    "random_seed": 3469868444,
     "synthesize_all_separately": false,
     "timeout_seconds": 300,
     "transpilation_option": "auto optimize"