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Makefile
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161 lines (138 loc) · 6.78 KB
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DEBUG=-g -DDEBUG -Wall
OPTIMUS=-O2
BIN=bin
TESTS=tests
CC=zig c++
PARAMS=-I./src -Wall -std=c++11 -g -DDEBUG
all: payoff payoff2 doubledigital vanillaoption simplemc2 simplemc3 simplemc4
montecarlo: payoff
$(CC) $(PARAMS) -o bin/montecarlo_price src/options/simplemc.cpp
montecarlo2: payoff simplemc2
$(CC) $(PARAMS) -o bin/montecarlo2 payoff1.o simplemc2.o src/options/simplemc2main.cpp
montecarlo3: payoff2 simplemc3
$(CC) $(PARAMS) -o bin/montecarlo3 PayOff2.o simplemc3.o src/options/simplemc3main.cpp
montecarlo4: payoff2 simplemc3
$(CC) $(PARAMS) -o bin/montecarlo4 PayOff2.o simplemc3.o src/options/simplemc4main.cpp
montecarlo5: payoff2 doubledigital simplemc3
$(CC) $(PARAMS) -o bin/montecarlo5 doubledigital.o PayOff2.o simplemc3.o src/options/simplemc5main.cpp
montecarlo6: payoff2 simplemc4 vanillaoption
$(CC) $(PARAMS) -o bin/montecarlo6 PayOff2.o vanilla.o simplemc4.o src/options/simplemc6main.cpp
montecarlo6a: payoff2 simplemc6a vanillaoption2 parameters payoffbridge
$(CC) $(PARAMS) -o bin/montecarlo6a parameters.o PayOff2.o payoffbridge.o vanilla2.o simplemc6a.o src/options/simplemc6amain.cpp
vanillamain: vanillaoption doubledigital simplemc4 payoff2
$(CC) $(PARAMS) -o bin/vanillamain vanilla.o doubledigital.o PayOff2.o simplemc4.o src/options/vanillamain.cpp
vanillamain2: vanillaoption2 simplemc5 payoff2 payoffbridge
$(CC) $(PARAMS) -o bin/vanillamain2 PayOff2.o payoffbridge.o vanilla2.o simplemc5.o src/options/vanillamain2.cpp
statsmain: vanillaoption2 simplemc7 payoff2 payoffbridge meanstatistics
$(CC) $(PARAMS) -o bin/statsmain PayOff2.o payoffbridge.o vanilla2.o simplemc7.o meanstatistics.o parameters.o src/options/statsmain.cpp
statsmain2: vanillaoption2 simplemc7 payoff2 payoffbridge meanstatistics convergencetable
$(CC) $(PARAMS) -o bin/statsmain2 PayOff2.o payoffbridge.o vanilla2.o simplemc7.o meanstatistics.o parameters.o convergencetable.o src/options/statsmain2.cpp
statsmain3: vanillaoption2 simplemc8 payoff2 payoffbridge meanstatistics convergencetable antithetic arrays parkmiller random2 normals
$(CC) $(PARAMS) -o bin/simplemc8main PayOff2.o payoffbridge.o vanilla2.o simplemc8.o meanstatistics.o antithetic.o parkmiller.o normals.o random2.o arrays.o parameters.o convergencetable.o src/options/simplemc8main.cpp
equityfxmain: vanillaoption2 simplemc8 payoff2 payoffbridge meanstatistics convergencetable antithetic arrays parkmiller random2 normals pathdependent pathdependentasian exoticengine exoticbsengine
$(CC) $(PARAMS) -o bin/equityfxmain PayOff2.o payoffbridge.o vanilla2.o simplemc8.o \
meanstatistics.o antithetic.o parkmiller.o normals.o \
random2.o arrays.o parameters.o convergencetable.o \
pathdependent.o pathdependentasian.o exoticbsengine.o exoticengine.o \
src/options/equityfxmain.main
treemain: vanillaoption2 simplemc8 payoff2 payoffbridge meanstatistics \
convergencetable antithetic arrays parkmiller random2 \
normals pathdependent pathdependentasian exoticengine exoticbsengine payoff_forward \
treeamerican treeeuropean treeproduct parameters blackscholesformulas binomialtree
$(CC) $(PARAMS) -o bin/treemain PayOff2.o payoffbridge.o vanilla2.o simplemc8.o \
meanstatistics.o antithetic.o parkmiller.o normals.o \
random2.o arrays.o parameters.o convergencetable.o \
pathdependent.o pathdependentasian.o exoticbsengine.o exoticengine.o \
PayOffForward.o binomialtree.o treeeuropean.o treeamerican.o treeproduct.o \
BlackScholesFormulas.o \
src/options/treemain.cpp
solvemain: normals bscall blackscholesformulas
$(CC) $(PARAMS) -o bin/solvemain normals.o bscall.o BlackScholesFormulas.o \
src/options/solvemain.cpp
solvemain2: normals bscall blackscholesformulas bscalltwo
$(CC) $(PARAMS) -o bin/solvemain2 normals.o bscalltwo.o BlackScholesFormulas.o \
src/options/solvemain2.cpp
payfactorymain: payoffbridge payoff2 PayOffRegistration PayOffFactory payoff_forward
$(CC) $(PARAMS) -o bin/payfactorymain PayOff2.o payoffbridge.o PayOffRegistration.o \
PayOffFactory.o vanilla2.o PayOffForward.o \
src/options/payfactorymain.cpp
tests: payoff simplemc2 simplemc3 simplemc4 payoff2 vanillaoption
$(CC) $(PARAMS) -o bin/test_uniqueptr vanilla.o doubledigital.o PayOff2.o simplemc4.o tests/test_uniqueptr.cpp
$(CC) $(PARAMS) -o bin/test_vanillaoption vanilla.o doubledigital.o PayOff2.o simplemc4.o tests/test_vanillaoption.cpp
test_parkmiller: parkmiller random2 normals arrays
$(CC) $(PARAMS) -o bin/test_parkmiller parkmiller.o random2.o normals.o arrays.o tests/test_parkmiller.cpp
test_antithetic: parkmiller random2 normals arrays antithetic
$(CC) $(PARAMS) -o bin/test_antithetic parkmiller.o antithetic.o random2.o normals.o arrays.o tests/test_antithetic.cpp
payoff:
$(CC) $(PARAMS) -c src/options/payoff1.cpp
payoff2:
$(CC) $(PARAMS) -c src/options/PayOff2.cpp
payoff_forward:
$(CC) $(PARAMS) -c src/options/PayOffForward.cpp
blackscholesformulas:
$(CC) $(PARAMS) -c src/options/BlackScholesFormulas.cpp
payoffbridge:
$(CC) $(PARAMS) -c src/options/payoffbridge.cpp
doubledigital:
$(CC) $(PARAMS) -c src/options/doubledigital.cpp
vanillaoption:
$(CC) $(PARAMS) -c src/options/vanilla.cpp
vanillaoption2:
$(CC) $(PARAMS) -c src/options/vanilla2.cpp
simplemc2:
$(CC) $(PARAMS) -c src/options/simplemc2.cpp
simplemc3:
$(CC) $(PARAMS) -c src/options/simplemc3.cpp
simplemc4:
$(CC) $(PARAMS) -c src/options/simplemc4.cpp
simplemc5:
$(CC) $(PARAMS) -c src/options/simplemc5.cpp
simplemc6a:
$(CC) $(PARAMS) -c src/options/simplemc6a.cpp
simplemc7:
$(CC) $(PARAMS) -c src/options/simplemc7.cpp
simplemc8:
$(CC) $(PARAMS) -c src/options/simplemc8.cpp
parameters:
$(CC) $(PARAMS) -c src/options/parameters.cpp
meanstatistics:
$(CC) $(PARAMS) -c src/options/meanstatistics.cpp
convergencetable:
$(CC) $(PARAMS) -c src/options/convergencetable.cpp
random2:
$(CC) $(PARAMS) -c src/options/random2.cpp
arrays:
$(CC) $(PARAMS) -c src/options/arrays.cpp
normals:
$(CC) $(PARAMS) -c src/options/normals.cpp
parkmiller:
$(CC) $(PARAMS) -c src/options/parkmiller.cpp
antithetic:
$(CC) $(PARAMS) -c src/options/antithetic.cpp
exoticengine:
$(CC) $(PARAMS) -c src/options/exoticengine.cpp
exoticbsengine:
$(CC) $(PARAMS) -c src/options/exoticbsengine.cpp
pathdependent:
$(CC) $(PARAMS) -c src/options/pathdependent.cpp
pathdependentasian:
$(CC) $(PARAMS) -c src/options/pathdependentasian.cpp
treeproduct:
$(CC) $(PARAMS) -c src/options/treeproduct.cpp
treeamerican:
$(CC) $(PARAMS) -c src/options/treeamerican.cpp
treeeuropean:
$(CC) $(PARAMS) -c src/options/treeeuropean.cpp
binomialtree:
$(CC) $(PARAMS) -c src/options/binomialtree.cpp
bscall:
$(CC) $(PARAMS) -c src/options/bscall.cpp
bscalltwo:
$(CC) $(PARAMS) -c src/options/bscalltwo.cpp
PayOffFactory:
$(CC) $(PARAMS) -c src/options/PayOffFactory.cpp
PayOffRegistration:
$(CC) $(PARAMS) -c src/options/PayOffRegistration.cpp
clean:
rm bin/*
rm *.o