Update README for multi-threading

2017-07-31 13:14:13 -04:00
parent 186e8e40e9
commit 61be7cce04
1 changed files with 2 additions and 2 deletions
@@ -1,7 +1,8 @@
 Demonstration of a Black-Scholes Model in C

 Note that there are two models, a pure Monte Carlo implementation
-and the closed form Black-Scholes equation.
+and the closed form Black-Scholes equation. Note that the code runs
+multi-threaded.

 To install:
 	$ git clone https://github.com/kevindkeogh/opt-pricer.git
@@ -45,4 +46,3 @@ TODO:
 1. Find a C implementation for Sobol sequence so that Gamma convergence
    is faster
 2. Tests...
- 3. Parallelize code