Add multi-threading

2017-07-30 10:53:27 -04:00
parent 9d0ed876ac
commit 7559bd23bb
4 changed files with 55 additions and 3 deletions
--- a/src/gbm_mc.h
+++ b/src/gbm_mc.h
@@ -3,9 +3,13 @@

 #include <time.h>

+
 struct Option;
+
 double gbm_simulation(double spot, double rfr, double vol, double tte, double rand);

+void *run_simulation(void *opt_ptr);
+
 void gbm(struct Option *opt);

 #endif