kevindkeogh/opt-pricer
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Sobol series works, need to change makefile to account for 2 functions that are LGPL

Browse Source
This commit is contained in:
Kevin Keogh
2017-08-13 13:07:38 -04:00
parent 6587e1595f
commit 6fc6544611
7 changed files with 29340 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files

15
Makefile
View File

@@ -1,7 +1,8 @@
CC=gcc
CFLAGS=-Wall -fPIC -O3 -ansi -pedantic-errors -pthread
LDFLAGS=-lm
PREFIX= /usr/local
CFLAGS=-Wall -g -fPIC -O3 -pthread
CPPFLAGS=-pedantic -std=c++11
LDFLAGS=-lm -lstdc++
PREFIX=/usr/local
WINDOWS_CC=x86_64-w64-mingw32-gcc
WINDOWS_CFLAGS= -Wall -O3 -ansi -pedantic-errors -pthread
@@ -9,7 +10,7 @@ WINDOWS_PLATFORM= windows
.DEFAULT_GOAL := build/opt-pricer
build/opt-pricer : src/opt-pricer.c build/depends/linux/gbm.o build/depends/linux/black_scholes.o build/depends/linux/utils.o
build/opt-pricer : src/opt-pricer.c build/depends/linux/gbm.o build/depends/linux/black_scholes.o build/depends/linux/utils.o build/depends/linux/sobol.o build/depends/linux/asa241.o
@$(CC) $(CFLAGS) $^ $(LDFLAGS) -o $@
build/depends/%/gbm.o : src/gbm_mc.c | folders
@@ -24,6 +25,12 @@ build/depends/%/utils.o : src/utils.c | folders
build/depends/%/strptime.o : src/strptime.c | folders
@$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@
build/depends/%/asa241.o : src/asa241.c | folders
@$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@
build/depends/%/sobol.o : src/sobol.cpp | folders
@$(CC) $(CFLAGS) $(CPPFLAGS) -c $^ $(LDFLAGS) -o $@
folders:
@mkdir -p build
@mkdir -p build/depends