/
Makefile
79 lines (54 loc) · 2.33 KB
/
Makefile
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CXX = g++
LDFLAGS ?= -L/usr/local/lib -L. -lQuantLib -lgfortran -lRmath
CXXFLAGS ?= -I/usr/local/include -I/Library/Frameworks/R.framework/Headers -O3 -ftree-vectorize -std=c++0x
CXXFLAGS += -fopenmp
#CXXFLAGS += -DDEBUG
SOURCES = $(wildcard *.cpp)
OBJECTS = $(SOURCES:.cpp=.o)
all: table1 table2 table3 checkomp
main: $(OBJECTS)
$(CXX) $(CXXFLAGS) -o $@ $(OBJECTS) $(LDFLAGS)
asianSVJ: asianSVJ.o SVJtrajectory.o exact.o utils.o bessel.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
%.o: %.cpp %.hpp %.h
$(CXX) $(CXXFLAGS) -o $@ -c $<
LowDiscrepancy.o: LowDiscrepancy.f
gfortran -O3 -o $@ -c $<
main.o: main.cpp asian.h
$(CXX) $(CXXFLAGS) -o $@ -c main.cpp
test.o: test.cpp asianSVJ.h bridges.h asian.h
$(CXX) $(CXXFLAGS) -o $@ -c $<
table2.o: table2.cpp bridges.h asian.h
$(CXX) $(CXXFLAGS) -o $@ -c $<
table3.o: table3.cpp bridges.h asianSVJ.h
$(CXX) $(CXXFLAGS) -o $@ -c $<
table4.o: table4.cpp bridges.h asian.h
$(CXX) $(CXXFLAGS) -o $@ -c $<
eurosbridge.o: eurosbridge.cpp bridges.h asian.h
$(CXX) $(CXXFLAGS) -o $@ -c $<
test: test.o utils.o bessel.o scramblepoints.o exact.o Sobolpoints.o LowDiscrepancy.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
table1: table1.o euro.o exact.o utils.o bessel.o Sobolpoints.o scramblepoints.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
table2: table2.o exact.o utils.o bessel.o Sobolpoints.o scramblepoints.o LowDiscrepancy.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
table3: table3.o euro.o exact.o utils.o bessel.o Sobolpoints.o scramblepoints.o LowDiscrepancy.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
table4: table4.o exact.o utils.o bessel.o Sobolpoints.o scramblepoints.o LowDiscrepancy.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
eurosbridge: eurosbridge.o exact.o utils.o bessel.o Sobolpoints.o scramblepoints.o LowDiscrepancy.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
checkomp: checkomp.cpp
$(CXX) $(CXXFLAGS) -o $@ $^
hestcall: hestcall.o ql_imps.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
mccall: mccall.o ql_imps.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
mctrials: mctrials.o ql_imps.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
testread: testread.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
intbridge: intbridge.o exact.o utils.o bessel.o LowDiscrepancy.o
$(CXX) $(CXXFLAGS) -o $@ $^ $(LDFLAGS)
clean:
rm -f *.o table1 table2 table3 table4 checkomp hestcall intbridge mccall mctrials testread eurosbridge test