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1 parent 450b26b commit ba0dc69Copy full SHA for ba0dc69
1 file changed
Libraries/oneMKL/black_scholes/src/black_scholes.hpp
@@ -15,9 +15,9 @@
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#define MINOR 6
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/******* VERSION *******/
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-#ifndef DATA_TYPE
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-#define DATA_TYPE double
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-#endif
+// #ifndef DATA_TYPE
+// #define DATA_TYPE double
+// #endif
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#ifndef VERBOSE
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#define VERBOSE 1
@@ -47,6 +47,7 @@ constexpr size_t opt_n =
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#define __VERSION__ __clang_major__
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#endif
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+template<typename DATA_TYPE>
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class BlackScholes {
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public:
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BlackScholes();
@@ -80,7 +81,8 @@ void BlackScholesRefImpl(
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call_result = (S * N_d1 - L * std::exp(-r * t) * N_d2);
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}
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-void BlackScholes::check()
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+void BlackScholes<DATA_TYPE>::check()
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{
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if (VERBOSE) {
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std::printf("Creating the reference result...\n");
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