Searched refs:St0 (Results 1 – 1 of 1) sorted by relevance
| /petsc/src/sys/classes/random/tutorials/ |
| H A D | ex2.c | 13 PetscReal *St0; member
37 PetscReal *vol, *St0, x, totalx; in main() local
68 St0 = hinfo.St0 = hinfo.vol + n; in main()
80 x += basketPayoff(vol, St0, n, r, dt, eps); in main()
113 PetscReal basketPayoff(PetscReal vol[], PetscReal St0[], PetscInt n, PetscReal r, PetscReal dt, Pet… in basketPayoff() argument
120 for (i = 0; i < n; i++) Stk[i] = St0[i]; in basketPayoff()
126 if ((Stk[j] / St0[j]) > (Stk[maxk] / St0[maxk])) maxk = j; in basketPayoff()
129 exchangeVal(St0 + j - 1, St0 + maxk); in basketPayoff()
135 temp = (Stk[i] / St0[i]) - 1; in basketPayoff()
147 PetscReal *v = hinfo->vol, *t = hinfo->St0; in readData()
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