34 lines
851 B
C++
34 lines
851 B
C++
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#include "common.hpp"
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#include <tbb/global_control.h>
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#include <tbb/blocked_range.h>
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#include <tbb/parallel_for.h>
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void bs_tbb(unsigned num_threads) {
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tbb::global_control control(
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tbb::global_control::max_allowed_parallelism, num_threads
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);
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for (int j=0; j<NUM_RUNS; j++) {
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tbb::parallel_for(0, numOptions, 1, [&](int i){
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auto price = BlkSchlsEqEuroNoDiv(
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sptprice[i], strike[i],
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rate[i], volatility[i], otime[i],
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otype[i], 0
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);
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prices[i] = price;
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#ifdef ERR_CHK
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check_error(i, price);
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#endif
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});
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}
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}
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std::chrono::microseconds measure_time_tbb(unsigned num_threads) {
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auto beg = std::chrono::high_resolution_clock::now();
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bs_tbb(num_threads);
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auto end = std::chrono::high_resolution_clock::now();
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return std::chrono::duration_cast<std::chrono::microseconds>(end - beg);
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}
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