?? montecarlo_common.h
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/*
* Copyright 1993-2007 NVIDIA Corporation. All rights reserved.
*
* NOTICE TO USER:
*
* This source code is subject to NVIDIA ownership rights under U.S. and
* international Copyright laws. Users and possessors of this source code
* are hereby granted a nonexclusive, royalty-free license to use this code
* in individual and commercial software.
*
* NVIDIA MAKES NO REPRESENTATION ABOUT THE SUITABILITY OF THIS SOURCE
* CODE FOR ANY PURPOSE. IT IS PROVIDED "AS IS" WITHOUT EXPRESS OR
* IMPLIED WARRANTY OF ANY KIND. NVIDIA DISCLAIMS ALL WARRANTIES WITH
* REGARD TO THIS SOURCE CODE, INCLUDING ALL IMPLIED WARRANTIES OF
* MERCHANTABILITY, NONINFRINGEMENT, AND FITNESS FOR A PARTICULAR PURPOSE.
* IN NO EVENT SHALL NVIDIA BE LIABLE FOR ANY SPECIAL, INDIRECT, INCIDENTAL,
* OR CONSEQUENTIAL DAMAGES, OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS
* OF USE, DATA OR PROFITS, WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE
* OR OTHER TORTIOUS ACTION, ARISING OUT OF OR IN CONNECTION WITH THE USE
* OR PERFORMANCE OF THIS SOURCE CODE.
*
* U.S. Government End Users. This source code is a "commercial item" as
* that term is defined at 48 C.F.R. 2.101 (OCT 1995), consisting of
* "commercial computer software" and "commercial computer software
* documentation" as such terms are used in 48 C.F.R. 12.212 (SEPT 1995)
* and is provided to the U.S. Government only as a commercial end item.
* Consistent with 48 C.F.R.12.212 and 48 C.F.R. 227.7202-1 through
* 227.7202-4 (JUNE 1995), all U.S. Government End Users acquire the
* source code with only those rights set forth herein.
*
* Any use of this source code in individual and commercial software must
* include, in the user documentation and internal comments to the code,
* the above Disclaimer and U.S. Government End Users Notice.
*/
#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
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