14   PetscReal *vol;  member
37   PetscReal  *vol, *St0, x, totalx;  in main()  local
66   PetscCall(PetscMalloc1(2 * n + 1, &hinfo.vol));  in main()
67   vol = hinfo.vol;  in main()
68   St0 = hinfo.St0 = hinfo.vol + n;  in main()
80     x += basketPayoff(vol, St0, n, r, dt, eps);  in main()
88   PetscCall(PetscFree(vol));  in main()
113 PetscReal basketPayoff(PetscReal vol[], PetscReal St0[], PetscInt n, PetscReal r, PetscReal dt, Pet…  in basketPayoff()  argument
125       Stk[j] = mcVal(Stk[j], r, vol[j], dt, eps[pointcount++]);  in basketPayoff()
130     exchangeVal(vol + j - 1, vol + maxk);  in basketPayoff()
147   PetscReal  *v = hinfo->vol, *t = hinfo->St0;  in readData()
176 PetscReal mcVal(PetscReal St, PetscReal r, PetscReal vol, PetscReal dt, PetscReal eps)  in mcVal()  argument
178   return St * PetscExpReal((r - 0.5 * vol * vol) * dt + vol * PetscSqrtReal(dt) * eps);  in mcVal()