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#ifndef BINOMIALOPTIONS_COMMON_H
#define BINOMIALOPTIONS_COMMON_H

#include "realtype.h"

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

////////////////////////////////////////////////////////////////////////////////
// Global parameters
////////////////////////////////////////////////////////////////////////////////
// Number of time steps
#define NUM_STEPS 2048
// Max option batch size
#define MAX_OPTIONS 1024

#endif