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binomialOptions.h
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/*
* Copyright 1993-2015 NVIDIA Corporation. All rights reserved.
*
* Please refer to the NVIDIA end user license agreement (EULA) associated
* with this source code for terms and conditions that govern your use of
* this software. Any use, reproduction, disclosure, or distribution of
* this software and related documentation outside the terms of the EULA
* is strictly prohibited.
*
*/
#ifndef BINOMIALOPTIONS_COMMON_H
#define BINOMIALOPTIONS_COMMON_H
#include "realtype.h"
////////////////////////////////////////////////////////////////////////////////
// Global types
////////////////////////////////////////////////////////////////////////////////
typedef struct {
real S;
real X;
real T;
real R;
real V;
} TOptionData;
////////////////////////////////////////////////////////////////////////////////
// Global parameters
////////////////////////////////////////////////////////////////////////////////
//Number of time steps
#define NUM_STEPS 2048
//Max option batch size
#define MAX_OPTIONS 1024
#define NUM_ITERATIONS 20
#endif