project directories reorganization

This commit is contained in:
Blaise Tine
2020-04-14 06:35:20 -04:00
parent 1de06fd9c0
commit fc155e1223
1056 changed files with 8120 additions and 8120 deletions

View File

@@ -0,0 +1,50 @@
/*
* Copyright 1993-2010 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.
*
*/
#include <oclUtils.h>
////////////////////////////////////////////////////////////////////////////////
// Process an array of optN options on CPU
////////////////////////////////////////////////////////////////////////////////
extern "C" void BlackScholesCPU(
float *h_Call, //Call option price
float *h_Put, //Put option price
float *h_S, //Current stock price
float *h_X, //Option strike price
float *h_T, //Option years
float R, //Riskless rate of return
float V, //Stock volatility
unsigned int optionCount
);
////////////////////////////////////////////////////////////////////////////////
// OpenCL Black-Scholes kernel launcher
////////////////////////////////////////////////////////////////////////////////
extern "C" void initBlackScholes(cl_context cxGPUContext, cl_command_queue cqParamCommandQue, const char **argv);
extern "C" void closeBlackScholes(void);
extern "C" void BlackScholes(
cl_command_queue cqCommandQueue,
cl_mem d_Call, //Call option price
cl_mem d_Put, //Put option price
cl_mem d_S, //Current stock price
cl_mem d_X, //Option strike price
cl_mem d_T, //Option years
cl_float R, //Riskless rate of return
cl_float V, //Stock volatility
cl_uint optionCount
);