binomialOptions_common.h

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#ifndef BINOMIALOPTIONS_COMMON_H
#define BINOMIALOPTIONS_COMMON_H

////////////////////////////////////////////////////////////////////////////////
// Global types
////////////////////////////////////////////////////////////////////////////////

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

////////////////////////////////////////////////////////////////////////////////
// Global parameters
////////////////////////////////////////////////////////////////////////////////

// Number of time steps
#define NUM_STEPS 2048

// Max option batch size
#define MAX_OPTIONS 1024

#endif