We implement various rational approximations to the solution of the rough Heston Riccati fractional ODE as explained in our papers available at: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3191578 and https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4601600.
We also provide easy-to-follow Jupyter notebooks that show how to use these rational approximations, in particular to generate volatility smiles and nhmerically demonstrating the convergence of these approximations with approximation order.