Rewrite the oneMKL Black Scholes sample #1599
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IgorOchocki
approved these changes
May 9, 2023
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IgorOchocki
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IgorOchocki
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Looks good, I will approve the PR as soon as there is a green light on the README.
tomlenth
approved these changes
May 10, 2023
tomlenth
approved these changes
May 10, 2023
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Existing Sample Changes
Description
These changes better address european options calculation and use latests oneAPI capabilities.
Type of change
Please delete options that are not relevant. Add a 'X' to the one that is applicable.
How Has This Been Tested?
Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration
Signed-off-by: Fedorov, Andrey [email protected]