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benchmarks/old_opencl/BlackScholes/oclBlackScholes_common.h
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benchmarks/old_opencl/BlackScholes/oclBlackScholes_common.h
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/*
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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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