montecarlo_common.h

采用GPU通用计算API（CUDA）实现蒙特卡罗方程。

/*
 * Copyright 1993-2007 NVIDIA Corporation.  All rights reserved.
 *
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 * in individual and commercial software.
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 * that term is defined at  48 C.F.R. 2.101 (OCT 1995), consisting  of
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#ifndef MONTECARLO_COMMON_H
#define MONTECARLO_COMMON_H



////////////////////////////////////////////////////////////////////////////////
// Global types
////////////////////////////////////////////////////////////////////////////////
typedef struct{
    float S;
    float X;
    float T;
    float R;
    float V;
} TOptionData;

typedef struct
#ifdef __CUDACC__
__align__(8)
#endif
{
    float Expected;
    float Confidence;
} TOptionValue;


typedef struct{
    //Device ID for multi-GPU version
    int device;
    //Option count for this plan
    int optionCount;

    //Host-side data source and result destination
    TOptionData  *optionData;
    TOptionValue *callValue;
    //Intermediate device-side buffers
    void *d_Buffer;

    //(Pseudo/quasirandom) number generator seed
    unsigned int seed;
    //(Pseudo/quasirandom) samples count
    int pathN;
    //(Pseudo/quasirandom) samples device storage
    float *d_Samples;

    //Time stamp
    float time;
} TOptionPlan;



#endif