| PREFIX := ${PARSECDIR}/pkgs/apps/swaptions/inst/${PARSECPLAT} |
| DEF = |
| INCLUDE = |
| |
| EXEC = swaptions |
| |
| ifdef version |
| ifeq "$(version)" "pthreads" |
| DEF := $(DEF) -DENABLE_THREADS |
| CXXFLAGS := $(CXXFLAGS) -pthread |
| endif |
| ifeq "$(version)" "tbb" |
| DEF := $(DEF) -DENABLE_THREADS -DTBB_VERSION |
| LIBS := $(LIBS) -ltbb |
| endif |
| endif |
| |
| OBJS= CumNormalInv.o MaxFunction.o RanUnif.o nr_routines.o icdf.o \ |
| HJM_SimPath_Forward_Blocking.o HJM.o HJM_Swaption_Blocking.o \ |
| HJM_Securities.o |
| |
| all: $(EXEC) |
| |
| $(EXEC): $(OBJS) |
| $(CXX) $(CXXFLAGS) $(LDFLAGS) $(DEF) $(OBJS) $(INCLUDE) $(LIBS) -o $(EXEC) |
| |
| .cpp.o: |
| $(CXX) $(CXXFLAGS) $(DEF) -c $*.cpp -o $*.o |
| |
| .c.o: |
| $(CXX) $(CXXFLAGS) $(DEF) -c $*.c -o $*.o |
| |
| clean: |
| rm -f $(OBJS) $(EXEC) |
| |
| install: |
| mkdir -p $(PREFIX)/bin |
| cp -f $(EXEC) $(PREFIX)/bin/$(EXEC) |
| |
