c1e168fdbe
+ Microarchitecture optimizations + 64-bit support + Xilinx FPGA support + LLVM-16 support + Refactoring and quality control fixes minor update minor update minor update minor update minor update minor update cleanup cleanup cache bindings and memory perf refactory minor update minor update hw unit tests fixes minor update minor update minor update minor update minor update minor udpate minor update minor update minor update minor update minor update minor update minor update minor updates minor updates minor update minor update minor update minor update minor update minor update minor updates minor updates minor updates minor updates minor update minor update
51 lines
1.7 KiB
C
51 lines
1.7 KiB
C
/*
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* Copyright 1993-2010 NVIDIA Corporation. All rights reserved.
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*
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* Please refer to the NVIDIA end user license agreement (EULA) associated
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* with this source code for terms and conditions that govern your use of
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* this software. Any use, reproduction, disclosure, or distribution of
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* this software and related documentation outside the terms of the EULA
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* is strictly prohibited.
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*
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*/
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#include <oclUtils.h>
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////////////////////////////////////////////////////////////////////////////////
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// Process an array of optN options on CPU
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////////////////////////////////////////////////////////////////////////////////
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extern "C" void BlackScholesCPU(
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float *h_Call, //Call option price
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float *h_Put, //Put option price
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float *h_S, //Current stock price
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float *h_X, //Option strike price
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float *h_T, //Option years
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float R, //Riskless rate of return
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float V, //Stock volatility
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unsigned int optionCount
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);
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////////////////////////////////////////////////////////////////////////////////
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// OpenCL Black-Scholes kernel launcher
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////////////////////////////////////////////////////////////////////////////////
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extern "C" void initBlackScholes(cl_context cxGPUContext, cl_command_queue cqParamCommandQue, const char **argv);
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extern "C" void closeBlackScholes(void);
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extern "C" void BlackScholes(
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cl_command_queue cqCommandQueue,
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cl_mem d_Call, //Call option price
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cl_mem d_Put, //Put option price
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cl_mem d_S, //Current stock price
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cl_mem d_X, //Option strike price
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cl_mem d_T, //Option years
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cl_float R, //Riskless rate of return
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cl_float V, //Stock volatility
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cl_uint optionCount
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);
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