Function main

cpp/5_Domain_Specific/binomialOptions/binomialOptions.cpp:74–189

/////////////////////////////////////////////////////////////////////////// Main program ///////////////////////////////////////////////////////////////////////////

// Main program
////////////////////////////////////////////////////////////////////////////////
int main(int argc, char **argv)
{
    printf("[%s] - Starting...\n", argv[0]);

    int devID = findCudaDevice(argc, (const char **)argv);

    const int OPT_N = MAX_OPTIONS;

    TOptionData optionData[MAX_OPTIONS];
    real        callValueBS[MAX_OPTIONS], callValueGPU[MAX_OPTIONS], callValueCPU[MAX_OPTIONS];

    real sumDelta, sumRef, gpuTime, errorVal;

    StopWatchInterface *hTimer = NULL;
    int                 i;

    sdkCreateTimer(&hTimer);

    printf("Generating input data...\n");
    // Generate options set
    srand(123);

    for (i = 0; i < OPT_N; i++) {
        optionData[i].S = randData(5.0f, 30.0f);
        optionData[i].X = randData(1.0f, 100.0f);
        optionData[i].T = randData(0.25f, 10.0f);
        optionData[i].R = 0.06f;
        optionData[i].V = 0.10f;
        BlackScholesCall(callValueBS[i], optionData[i]);
    }

    printf("Running GPU binomial tree...\n");
    checkCudaErrors(cudaDeviceSynchronize());
    sdkResetTimer(&hTimer);
    sdkStartTimer(&hTimer);

    binomialOptionsGPU(callValueGPU, optionData, OPT_N);

    checkCudaErrors(cudaDeviceSynchronize());
    sdkStopTimer(&hTimer);
    gpuTime = sdkGetTimerValue(&hTimer);
    printf("Options count            : %i     \n", OPT_N);
    printf("Time steps               : %i     \n", NUM_STEPS);
    printf("binomialOptionsGPU() time: %f msec\n", gpuTime);
    printf("Options per second       : %f     \n", OPT_N / (gpuTime * 0.001));

    printf("Running CPU binomial tree...\n");

    for (i = 0; i < OPT_N; i++) {
        binomialOptionsCPU(callValueCPU[i], optionData[i]);
    }

    printf("Comparing the results...\n");
    sumDelta = 0;
    sumRef   = 0;
    printf("GPU binomial vs. Black-Scholes\n");

    for (i = 0; i < OPT_N; i++) {