17 lines
356 B
Makefile
17 lines
356 B
Makefile
CC=gcc
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CFLAGS=-Wall -fPIC -O3 -ansi -pedantic-errors
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LDFLAGS=-lgsl -lcblas -lm
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pricer : src/optpricer.c gbm.o black_scholes.o
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$(CC) $(CFLAGS) $^ $(LDFLAGS) -o $@
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gbm.o : src/gbm_mc.c
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$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@
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black_scholes.o : src/black_scholes.c
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$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@
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.PHONY: clean
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clean:
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rm -f gbm.o black_scholes.o
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