Intel® Cilk™ Plus - Black-Scholes Sample

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July 7, 2010 12:00 AM PDT


This is the Black-Scholes example associated with the "Intel® Cilk™ Plus – The Simplest Path to Parallelism" how-to article. It shows a black-scholes call/put calculation implemented in a serial version, and one using Intel Cilk Plus' elemental functions to allow vectorization of a user-defined function. It demonstrates great performance with very little coding changes through both data-parallelism and task-parallelism. Sources with Microsoft Visual Studio solution you can download here.

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This article applies to: Intel® Parallel Composer Knowledge Base