1 files changed, 0 insertions, 117 deletions
diff --git a/benchmarks/CUDA/BlackScholes/BlackScholes_gold.cpp b/benchmarks/CUDA/BlackScholes/BlackScholes_gold.cpp
deleted file mode 100644
index 2405fea..0000000
--- a/benchmarks/CUDA/BlackScholes/BlackScholes_gold.cpp
+++ /dev/null
@@ -1,117 +0,0 @@
-/*
- * Copyright 1993-2007 NVIDIA Corporation.  All rights reserved.
- *
- * NOTICE TO USER:
- *
- * This source code is subject to NVIDIA ownership rights under U.S. and
- * international Copyright laws.  Users and possessors of this source code
- * are hereby granted a nonexclusive, royalty-free license to use this code
- * in individual and commercial software.
- *
- * NVIDIA MAKES NO REPRESENTATION ABOUT THE SUITABILITY OF THIS SOURCE
- * CODE FOR ANY PURPOSE.  IT IS PROVIDED "AS IS" WITHOUT EXPRESS OR
- * IMPLIED WARRANTY OF ANY KIND.  NVIDIA DISCLAIMS ALL WARRANTIES WITH
- * REGARD TO THIS SOURCE CODE, INCLUDING ALL IMPLIED WARRANTIES OF
- * MERCHANTABILITY, NONINFRINGEMENT, AND FITNESS FOR A PARTICULAR PURPOSE.
- * IN NO EVENT SHALL NVIDIA BE LIABLE FOR ANY SPECIAL, INDIRECT, INCIDENTAL,
- * OR CONSEQUENTIAL DAMAGES, OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS
- * OF USE, DATA OR PROFITS,  WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE
- * OR OTHER TORTIOUS ACTION,  ARISING OUT OF OR IN CONNECTION WITH THE USE
- * OR PERFORMANCE OF THIS SOURCE CODE.
- *
- * U.S. Government End Users.   This source code is a "commercial item" as
- * that term is defined at  48 C.F.R. 2.101 (OCT 1995), consisting  of
- * "commercial computer  software"  and "commercial computer software
- * documentation" as such terms are  used in 48 C.F.R. 12.212 (SEPT 1995)
- * and is provided to the U.S. Government only as a commercial end item.
- * Consistent with 48 C.F.R.12.212 and 48 C.F.R. 227.7202-1 through
- * 227.7202-4 (JUNE 1995), all U.S. Government End Users acquire the
- * source code with only those rights set forth herein.
- *
- * Any use of this source code in individual and commercial software must
- * include, in the user documentation and internal comments to the code,
- * the above Disclaimer and U.S. Government End Users Notice.
- */
-
-
-
-#include <math.h>
-
-
-
-///////////////////////////////////////////////////////////////////////////////
-// Polynomial approximation of cumulative normal distribution function
-///////////////////////////////////////////////////////////////////////////////
-static double CND(double d){
-    const double       A1 = 0.31938153;
-    const double       A2 = -0.356563782;
-    const double       A3 = 1.781477937;
-    const double       A4 = -1.821255978;
-    const double       A5 = 1.330274429;
-    const double RSQRT2PI = 0.39894228040143267793994605993438;
-
-    double
-        K = 1.0 / (1.0 + 0.2316419 * fabs(d));
-
-    double
-        cnd = RSQRT2PI * exp(- 0.5 * d * d) * 
-        (K * (A1 + K * (A2 + K * (A3 + K * (A4 + K * A5)))));
-
-    if(d > 0)
-        cnd = 1.0 - cnd;
-
-    return cnd;
-}
-
-
-///////////////////////////////////////////////////////////////////////////////
-// Black-Scholes formula for both call and put
-///////////////////////////////////////////////////////////////////////////////
-static void BlackScholesBodyCPU(
-    float& callResult,
-    float& putResult,
-    float Sf, //Stock price
-    float Xf, //Option strike
-    float Tf, //Option years
-    float Rf, //Riskless rate
-    float Vf  //Volatility rate
-){
-    double S = Sf, X = Xf, T = Tf, R = Rf, V = Vf;
-
-    double sqrtT = sqrt(T);
-    double    d1 = (log(S / X) + (R + 0.5 * V * V) * T) / (V * sqrtT);
-    double    d2 = d1 - V * sqrtT;
-    double CNDD1 = CND(d1);
-    double CNDD2 = CND(d2);
-
-    //Calculate Call and Put simultaneously
-    double expRT = exp(- R * T);
-    callResult   = (float)(S * CNDD1 - X * expRT * CNDD2);
-    putResult    = (float)(X * expRT * (1.0 - CNDD2) - S * (1.0 - CNDD1));
-}
-
-
-////////////////////////////////////////////////////////////////////////////////
-// Process an array of optN options
-////////////////////////////////////////////////////////////////////////////////
-extern "C" void BlackScholesCPU(
-    float *h_CallResult,
-    float *h_PutResult,
-    float *h_StockPrice,
-    float *h_OptionStrike,
-    float *h_OptionYears,
-    float Riskfree,
-    float Volatility,
-    int optN
-){
-    for(int opt = 0; opt < optN; opt++)
-        BlackScholesBodyCPU(
-            h_CallResult[opt],
-            h_PutResult[opt],
-            h_StockPrice[opt],
-            h_OptionStrike[opt],
-            h_OptionYears[opt],
-            Riskfree,
-            Volatility
-        );
-}