mirror of
https://github.com/NVIDIA/cuda-samples.git
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CUDA 13.2 samples update (#432)
- Added Python samples for CUDA Python 1.0 release - Renamed top-level `Samples` directory to `cpp` to accommodate Python samples.
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Dheemanth
GitHub
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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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* * Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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* * Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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* * Neither the name of NVIDIA CORPORATION nor the names of its
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* contributors may be used to endorse or promote products derived
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* from this software without specific prior written permission.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
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* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
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* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
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* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
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* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
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* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
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* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
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* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*/
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#ifndef ASIANOPTION_H
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#define ASIANOPTION_H
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template <typename Real> struct AsianOption
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{
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enum CallPut { Call, Put };
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// Parameters
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Real spot;
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Real strike;
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Real r;
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Real sigma;
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Real tenor;
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Real dt;
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// Value
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Real golden;
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Real value;
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// Option type
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CallPut type;
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};
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#endif
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@@ -0,0 +1,102 @@
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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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* * Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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* * Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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* * Neither the name of NVIDIA CORPORATION nor the names of its
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* contributors may be used to endorse or promote products derived
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* from this software without specific prior written permission.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
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* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
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* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
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* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
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* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
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* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
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* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
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* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*/
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#ifndef CUDASHAREDMEM_H
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#define CUDASHAREDMEM_H
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//****************************************************************************
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// Because dynamically sized shared memory arrays are declared "extern",
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// we can't templatize them directly. To get around this, we declare a
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// simple wrapper struct that will declare the extern array with a different
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// name depending on the type. This avoids compiler errors about duplicate
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// definitions.
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//
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// To use dynamically allocated shared memory in a templatized __global__ or
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// __device__ function, just replace code like this:
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// template<class T>
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// __global__ void
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// foo( T* g_idata, T* g_odata)
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// {
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// // Shared mem size is determined by the host app at run time
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// extern __shared__ T sdata[];
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// ...
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// x = sdata[i];
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// sdata[i] = x;
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// ...
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// }
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//
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// With this:
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// template<class T>
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// __global__ void
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// foo( T* g_idata, T* g_odata)
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// {
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// // Shared mem size is determined by the host app at run time
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// SharedMemory<T> sdata;
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// ...
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// x = sdata[i];
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// sdata[i] = x;
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// ...
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// }
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//****************************************************************************
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// This is the un-specialized struct. Note that we prevent instantiation of
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// this struct by making it abstract (i.e. with pure virtual methods).
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template <typename T> struct SharedMemory
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{
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// Ensure that we won't compile any un-specialized types
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virtual __device__ T &operator*() = 0;
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virtual __device__ T &operator[](int i) = 0;
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};
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#define BUILD_SHAREDMEMORY_TYPE(t, n) \
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template <> struct SharedMemory<t> \
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{ \
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__device__ t &operator*() \
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{ \
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extern __shared__ t n[]; \
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return *n; \
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} \
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__device__ t &operator[](int i) \
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{ \
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extern __shared__ t n[]; \
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return n[i]; \
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} \
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}
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BUILD_SHAREDMEMORY_TYPE(int, s_int);
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BUILD_SHAREDMEMORY_TYPE(unsigned int, s_uint);
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BUILD_SHAREDMEMORY_TYPE(char, s_char);
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BUILD_SHAREDMEMORY_TYPE(unsigned char, s_uchar);
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BUILD_SHAREDMEMORY_TYPE(short, s_short);
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BUILD_SHAREDMEMORY_TYPE(unsigned short, s_ushort);
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BUILD_SHAREDMEMORY_TYPE(long, s_long);
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BUILD_SHAREDMEMORY_TYPE(unsigned long, s_ulong);
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BUILD_SHAREDMEMORY_TYPE(bool, s_bool);
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BUILD_SHAREDMEMORY_TYPE(float, s_float);
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BUILD_SHAREDMEMORY_TYPE(double, s_double);
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#endif
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@@ -0,0 +1,46 @@
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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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* * Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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* * Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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* * Neither the name of NVIDIA CORPORATION nor the names of its
|
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* contributors may be used to endorse or promote products derived
|
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* from this software without specific prior written permission.
|
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
|
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* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
|
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* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
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* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
|
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* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
|
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* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
|
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* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
|
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* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
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* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*/
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#ifndef PRICINGENGINE_H
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#define PRICINGENGINE_H
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#include "asianoption.h"
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template <typename Real> class PricingEngine
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{
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public:
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PricingEngine(unsigned int numSims, unsigned int device, unsigned int threadBlockSize, unsigned int seed);
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void operator()(AsianOption<Real> &option);
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private:
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unsigned int m_seed;
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unsigned int m_numSims;
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unsigned int m_device;
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unsigned int m_threadBlockSize;
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};
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#endif
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@@ -0,0 +1,58 @@
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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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* * Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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* * Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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* * Neither the name of NVIDIA CORPORATION nor the names of its
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* contributors may be used to endorse or promote products derived
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* from this software without specific prior written permission.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
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* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
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* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
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* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
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* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
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* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
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* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
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* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*/
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#ifndef TEST_H
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#define TEST_H
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template <typename Real> struct Test
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{
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Test()
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: pass(false) {};
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int device;
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unsigned int numSims;
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unsigned int threadBlockSize;
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unsigned int seed;
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bool pass;
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double elapsedTime;
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bool operator()();
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};
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// Defaults are arbitrary to give sensible runtime
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#define k_sims_min 100000
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#define k_sims_max 1000000
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#define k_sims_def 100000
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#define k_sims_qa 100000
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#define k_bsize_min 32
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#define k_bsize_def 128
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#define k_bsize_qa 128
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#define k_seed_def 1234
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#define k_seed_qa 1234
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#endif
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