Lines Matching refs:PetscReal
10 PetscReal r;
11 PetscReal dt;
13 PetscReal *St0;
14 PetscReal *vol;
19 PetscReal mcVal(PetscReal, PetscReal, PetscReal, PetscReal, PetscReal);
20 void exchangeVal(PetscReal *, PetscReal *);
21 PetscReal basketPayoff(PetscReal[], PetscReal[], PetscInt, PetscReal, PetscReal, PetscReal[]);
22 PetscErrorCode stdNormalArray(PetscReal *, PetscInt, PetscRandom);
34 PetscReal r, dt; in main()
37 PetscReal *vol, *St0, x, totalx; in main()
39 PetscReal *eps; in main()
95 PetscErrorCode stdNormalArray(PetscReal *eps, PetscInt numdim, PetscRandom ran) in stdNormalArray()
99 PetscReal t; in stdNormalArray()
113 PetscReal basketPayoff(PetscReal vol[], PetscReal St0[], PetscInt n, PetscReal r, PetscReal dt, Pet… in basketPayoff()
115 PetscReal Stk[PETSC_MAXBSIZE], temp; in basketPayoff()
116 PetscReal payoff; in basketPayoff()
147 PetscReal *v = hinfo->vol, *t = hinfo->St0; in readData()
167 void exchangeVal(PetscReal *a, PetscReal *b) in exchangeVal()
169 PetscReal t; in exchangeVal()
176 PetscReal mcVal(PetscReal St, PetscReal r, PetscReal vol, PetscReal dt, PetscReal eps) in mcVal()
185 numit = (PetscInt)(((PetscReal)num) / size); in divWork()