cloudFPGA (cF) API  1.0
The documentation of the source code of cloudFPGA (cF)
kernel_mceuropeanengine.hpp
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42 #ifndef KERNEL_MCEUROPEANENGINHE_H
43 #define KERNEL_MCEUROPEANENGINHE_H
44 
45 extern "C" void kernel_mc(DtUsedInt loop_nm,
46  DtUsedInt seed,
47  DtUsed underlying,
48  DtUsed volatility,
49  DtUsed dividendYield,
50  DtUsed riskFreeRate, // model parameter
51  DtUsed timeLength,
52  DtUsed strike,
53  DtUsedInt optionType, // option parameter
54  DtUsed out[OUTDEP],
55  DtUsed requiredTolerance,
56  DtUsedInt requiredSamples,
57  DtUsedInt timeSteps,
58  DtUsedInt maxSamples,
59  bool *finished);
60 #endif
DtUsedInt
long unsigned int DtUsedInt
Definition: config.h:74
OUTDEP
#define OUTDEP
Definition: config.h:63
DtUsed
#define DtUsed
Definition: config.h:57
kernel_mc
void kernel_mc(DtUsedInt loop_nm, DtUsedInt seed, DtUsed underlying, DtUsed volatility, DtUsed dividendYield, DtUsed riskFreeRate, DtUsed timeLength, DtUsed strike, DtUsedInt optionType, DtUsed out[OUTDEP], DtUsed requiredTolerance, DtUsedInt requiredSamples, DtUsedInt timeSteps, DtUsedInt maxSamples, bool *finished)
test.timeSteps
int timeSteps
Definition: test.py:37
test.requiredSamples
int requiredSamples
Definition: test.py:36
test.volatility
float volatility
Definition: test.py:29
test.optionType
int optionType
Definition: test.py:34
test.seed
int seed
Definition: test.py:27
test.strike
float strike
Definition: test.py:33
test.timeLength
int timeLength
Definition: test.py:32
test.requiredTolerance
float requiredTolerance
Definition: test.py:35
test.underlying
float underlying
Definition: test.py:28
test.maxSamples
int maxSamples
Definition: test.py:38
test.riskFreeRate
float riskFreeRate
Definition: test.py:31
test.out
out
Definition: test.py:12
test.dividendYield
float dividendYield
Definition: test.py:30
test.loop_nm
int loop_nm
Definition: test.py:26