Should be able to cross-compile for Windows now

2017-07-23 22:48:20 -04:00
parent 6a27b3c015
commit 58d17adfa2
4 changed files with 421 additions and 1 deletions
--- a/src/opt-pricer.c
+++ b/src/opt-pricer.c
@@ -3,6 +3,10 @@
 #include "black_scholes.h"
 #include "gbm_mc.h"

+#ifdef __MINGW32__
+#include "strptime.h"
+#endif
+
 #include <stdio.h>
 #include <string.h>
 #include <time.h>