From 824ed8441ab2cdbc37221198d49404eb3bf1a127 Mon Sep 17 00:00:00 2001 From: Kevin Keogh Date: Sun, 30 Jul 2017 17:19:28 -0400 Subject: [PATCH] Fix bug that seems to be causing some contention among the threads --- build/opt-pricer | Bin 18816 -> 18816 bytes src/gbm_mc.c | 3 +++ 2 files changed, 3 insertions(+) diff --git a/build/opt-pricer b/build/opt-pricer index 6ade738a81fa29e473b7f03ca2499bc533448100..20f63a0948fdc5d9aa7414e5b09bf23b51076ac3 100755 GIT binary patch delta 1017 zcmXxjL1+^}6adiO7I6{mu3#b9VgnY5)I-qAii(SEU_vJl2*ni<0xCpAD3nT}l#Psm zeuhF}5CVINLcKWo4F?*?Ki` z{>4js?aj687pDGHE`Iy+G)}%<_M_^={B!^xnans$u9UdkGPqo~xO|@E@?o0G6_?AL z$7O~wxs_*f-Dfga$`oY7=5xGd@msaLgg@5mBFL8hAK^Kn!p?KCf<#?{f&1AY_sdDTG0sCL))R9wCNw zVw}erhsYXh1Dyb(qoJ3kh7^#7z8yqhp;(tgL+j}U!|#{(i764Jm&!cBXW5yjGuQ9?vrAxy;PCxf{QZ?ECE_+t2w&_PLyISF(!F mUb3ctj7Ij{k`V>7l_~R3om#kT9z<6c{yOGibmi8)v;P5))Lte@9&%9v1qp~W6u}&Xy8EX+eX}$3b{O6kRiLN>wXKoy zSMR>REb6DXk7gdc5C5EpeH%Bj&cF(=&v)jlXx21Z6AVP*~QD?1pgff8Zdt9NQmKP-6R4JLAmNM-@8cxf zD2NUUjV{nVAp1ZBO}824Syo7gj0^O`yv+y-m8gO3mWwz&u5ntbb6RYk?zhoqwAA~U z!1I}FFZ4^xu;cwmW;CZGUC%!e{nrFv=(y|8;5Aot$^n zz3|)7)SW--Tlm@7vHPfX?D{GH*d0sx?)H84aN@dm_4moi>TP#&%M5cIcTyK7wl4+_ W)w$^#fe-rD^gl0fsBhj~x$qy>TsrLl diff --git a/src/gbm_mc.c b/src/gbm_mc.c index 9df56ae..2e3df48 100644 --- a/src/gbm_mc.c +++ b/src/gbm_mc.c @@ -103,7 +103,10 @@ void gbm(struct Option *opt) options = malloc(sizeof(struct Option) * NUM_THREADS); for(i=0; iexpiry_date; + options[i].value_date = opt->value_date; } + threads = malloc(sizeof(pthread_t) * NUM_THREADS); opt->sims = opt->sims / NUM_THREADS;