1 files changed, 0 insertions, 122 deletions
diff --git a/benchmarks/CUDA/BlackScholes/BlackScholes_kernel.cuh b/benchmarks/CUDA/BlackScholes/BlackScholes_kernel.cuh
deleted file mode 100644
index d99f69a..0000000
--- a/benchmarks/CUDA/BlackScholes/BlackScholes_kernel.cuh
+++ /dev/null
@@ -1,122 +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.
- */
-
-
-
-///////////////////////////////////////////////////////////////////////////////
-// Polynomial approximation of cumulative normal distribution function
-///////////////////////////////////////////////////////////////////////////////
-__device__ inline float cndGPU(float d){
-    const float       A1 = 0.31938153f;
-    const float       A2 = -0.356563782f;
-    const float       A3 = 1.781477937f;
-    const float       A4 = -1.821255978f;
-    const float       A5 = 1.330274429f;
-    const float RSQRT2PI = 0.39894228040143267793994605993438f;
-
-    float
-        K = 1.0f / (1.0f + 0.2316419f * fabsf(d));
-
-    float
-        cnd = RSQRT2PI * __expf(- 0.5f * d * d) * 
-        (K * (A1 + K * (A2 + K * (A3 + K * (A4 + K * A5)))));
-
-    if(d > 0)
-        cnd = 1.0f - cnd;
-
-    return cnd;
-}
-
-
-///////////////////////////////////////////////////////////////////////////////
-// Black-Scholes formula for both call and put
-///////////////////////////////////////////////////////////////////////////////
-__device__ inline void BlackScholesBodyGPU(
-    float& CallResult,
-    float& PutResult,
-    float S, //Stock price
-    float X, //Option strike
-    float T, //Option years
-    float R, //Riskless rate
-    float V  //Volatility rate
-){
-    float sqrtT, expRT;
-    float d1, d2, CNDD1, CNDD2;
-
-    sqrtT = sqrtf(T);
-    d1 = (__logf(S / X) + (R + 0.5f * V * V) * T) / (V * sqrtT);
-    d2 = d1 - V * sqrtT;
-
-    CNDD1 = cndGPU(d1);
-    CNDD2 = cndGPU(d2);
-
-    //Calculate Call and Put simultaneously
-    expRT = __expf(- R * T);
-    CallResult = S * CNDD1 - X * expRT * CNDD2;
-    PutResult  = X * expRT * (1.0f - CNDD2) - S * (1.0f - CNDD1);
-}
-
-
-////////////////////////////////////////////////////////////////////////////////
-//Process an array of optN options on GPU
-////////////////////////////////////////////////////////////////////////////////
-__global__ void BlackScholesGPU(
-    float *d_CallResult,
-    float *d_PutResult,
-    float *d_StockPrice,
-    float *d_OptionStrike,
-    float *d_OptionYears,
-    float Riskfree,
-    float Volatility,
-    int optN
-){
-    //Thread index
-    const int      tid = blockDim.x * blockIdx.x + threadIdx.x;
-    //Total number of threads in execution grid
-    const int THREAD_N = blockDim.x * gridDim.x;
-
-    //No matter how small is execution grid or how large OptN is,
-    //exactly OptN indices will be processed with perfect memory coalescing
-    for(int opt = tid; opt < optN; opt += THREAD_N)
-        BlackScholesBodyGPU(
-            d_CallResult[opt],
-            d_PutResult[opt],
-            d_StockPrice[opt],
-            d_OptionStrike[opt],
-            d_OptionYears[opt],
-            Riskfree,
-            Volatility
-        );
-}