68 lines
2.0 KiB
Makefile
68 lines
2.0 KiB
Makefile
CC=gcc
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CFLAGS=-Wall -g -fPIC -O3 -pthread
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CPPFLAGS=-pedantic -std=c++11
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LDFLAGS=-lm -lstdc++
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PREFIX=/usr/local
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THIS_DIR=$(dir $(abspath $(lastword $(MAKEFILE_LIST))))
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WINDOWS_CC=x86_64-w64-mingw32-gcc
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WINDOWS_CFLAGS= -Wall -O3 -ansi -pedantic-errors -pthread
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WINDOWS_PLATFORM= windows
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.DEFAULT_GOAL := build/opt-pricer
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build/opt-pricer : src/opt-pricer.c build/depends/linux/gbm.o build/depends/linux/black_scholes.o build/depends/linux/utils.o
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@$(MAKE) -s build/libs/libstats.so
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@$(CC) $(CFLAGS) $^ $(LDFLAGS) -o $@ -Wl,-rpath,'$$ORIGIN/libs' -Lbuild/libs -lstats
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build/depends/%/gbm.o : src/gbm_mc.c | folders
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@$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@
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build/depends/%/black_scholes.o : src/black_scholes.c | folders
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@$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@
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build/depends/%/utils.o : src/utils.c | folders
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@$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@
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build/depends/%/strptime.o : src/strptime.c | folders
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@$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@
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build/depends/%/asa241.o : src/asa241.c | folders
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@$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@
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build/depends/%/sobol.o : src/sobol.cpp | folders
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@$(CC) $(CFLAGS) $(CPPFLAGS) -c $^ $(LDFLAGS) -o $@
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build/libs/libstats.so : build/depends/linux/sobol.o build/depends/linux/asa241.o | folders
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@$(CC) -fPIC -shared -o $@ $^ -lstdc++
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folders:
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@mkdir -p build
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@mkdir -p build/libs
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@mkdir -p build/depends
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@mkdir -p build/depends/linux
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@mkdir -p build/depends/windows
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build/opt-pricer.exe : CC=$(WINDOWS_CC)
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build/opt-pricer.exe : CFLAGS=$(WINDOWS_CFLAGS)
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build/opt-pricer.exe : src/opt-pricer.c build/depends/windows/gbm.o build/depends/windows/black_scholes.o build/depends/windows/utils.o build/depends/windows/strptime.o
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@$(CC) $(CFLAGS) $^ $(LDFLAGS) -o $@
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.PHONY: windows
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windows: build/opt-pricer.exe
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.PHONY: install
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install : build/opt-pricer
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@mkdir -p $(DESTDIR)$(PREFIX)/bin
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@ln -sf $(THIS_DIR)$< $(DESTDIR)$(PREFIX)/bin/opt-pricer
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.PHONY: uninstall
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uninstall :
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@rm -f $(DESTDIR)$(PREFIX)/bin/opt-pricer
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.PHONY: clean
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clean :
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@rm -rf build
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