PandA-2024.02
examples
omp_simd
blackscholes
original
black_scholes.h
Go to the documentation of this file.
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/*
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* File: black_scholes.h
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* Author: Yolanda
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*
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* Created on May 15, 2013, 2:41 PM
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*/
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#ifndef BLACK_SCHOLES_H
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#define BLACK_SCHOLES_H
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# include "
fixedptc.h
"
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fixedpt
asset_path_fixed_simplified
(
fixedpt
s0,
fixedpt
mu,
fixedpt
sigma,
fixedpt
t1,
int
n,
int
*seed);
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void
get_two_normal_fixed
(
int
*seed,
fixedpt
*n1,
fixedpt
*n2);
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fixedpt
get_uniform_fixed
(
int
*seed );
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#endif
/* BLACK_SCHOLES_H */
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get_uniform_fixed
fixedpt get_uniform_fixed(int *seed)
Definition:
black_scholes.c:33
asset_path_fixed_simplified
fixedpt asset_path_fixed_simplified(fixedpt s0, fixedpt mu, fixedpt sigma, fixedpt t1, int n, int *seed)
Definition:
black_scholes.c:5
get_two_normal_fixed
void get_two_normal_fixed(int *seed, fixedpt *n1, fixedpt *n2)
Definition:
black_scholes.c:22
fixedptc.h
fixedpt
int32_t fixedpt
Definition:
fixedptc.h:79
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