Fix bug that seems to be causing some contention among the threads
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@@ -103,7 +103,10 @@ void gbm(struct Option *opt)
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options = malloc(sizeof(struct Option) * NUM_THREADS);
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for(i=0; i<NUM_THREADS; i++) {
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options[i] = *opt;
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options[i].expiry_date = opt->expiry_date;
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options[i].value_date = opt->value_date;
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}
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threads = malloc(sizeof(pthread_t) * NUM_THREADS);
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opt->sims = opt->sims / NUM_THREADS;
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