Updated options pricing example to have a tasking-based path as well.

2011-12-05 13:24:34 -08:00
parent 6181ce59ae
commit 9dd498718b
5 changed files with 196 additions and 69 deletions
--- a/examples/options/options_defs.h
+++ b/examples/options/options_defs.h
@@ -35,8 +35,6 @@
 #define OPTIONS_DEFS_H 1

 #define BINOMIAL_NUM 64
-#define N_OPTIONS 65536
-#define N_BLACK_SCHOLES_ROUNDS 20


 #endif // OPTIONS_DEFS_H