[parsec-users] Blackscholes issues

Huan Fang huanf at kth.se
Mon Jun 30 06:11:43 EDT 2008


Hello,

I would like to know if this version of blackscholes is still suitable 
for microarchitecture research?

Thanks.

-Huan
>
> Hello Nikolay,
>
> Thank you very much for your bugreports. We will fix it in the next 
> version.
>
> Do you have a fixed version on your disk? If so I'd appreciate if you 
> could send me a patch.
>
> - Chris
>
> *From:* parsec-users-bounces at lists.cs.princeton.edu 
> [mailto:parsec-users-bounces at lists.cs.princeton.edu] *On Behalf Of 
> *Kurtov, Nikolay
> *Sent:* Wednesday, June 18, 2008 6:24 AM
> *To:* parsec-users at lists.cs.princeton.edu
> *Subject:* [parsec-users] Blackscholes issues
>
> Hello everyone,
>
> Publishing such a benchmark as Blackscholes was a great job, 
> unfortunately blackscholes.c contains some issues.
>
> I'd like to see them resolved.
>
>    1. Not enough memory allocated for OptionType, there should be one
>       more byte for '\0'.
>
> (297) data[loopnum].OptionType = new char[strlen(temp->OptionType)];
>
>    2. Wrong string comparison:
>
> (329) otype[i] = (data[i].OptionType == "P") ? 1 : 0;
>
> 3. optionData.txt contains about 1000 objects and value of numOptions 
> is overridden at the very beginning of the program:
>
> (54) int numOptions = 960;
>
> (287) numOptions = atoi(argv[2]);
>
>    3. Redundant calculations, at (198) xD2 is assigned a value that
>       doesn't depends on only on (196) and (197)
>
> (188) xD1 = xRiskFreeRate + xPowerTerm;
>
> (189) xD2 = xRiskFreeRate - xPowerTerm;
>
> (190) xD1 = xD1 * xTime;
>
> (191) xD2 = xD2 * xTime;
>
> (193) xD1 = xD1 + xLogTerm;
>
> (194) xD2 = xD2 + xLogTerm;
>
> (196) xDen = xVolatility * xSqrtTime;
>
> (197) xD1 = xD1 / xDen;
>
> (198) xD2 = xD1 - xDen;
>
>    4. If fptype is float, calculation results for some Options can
>       exceed 1e-5, but never exceeds 1e-4
>
> (246) if( fabs(priceDelta) >= 1e-5 ){
>
>    5. It always prints 8:
>
> (337) printf("Size of data: %d\n", sizeof(data) + sizeof(otype));
>
>    6. Some unreferenced variables declared on lines (78), (147),
>       (224), (286).
>
> Regards,
>
> Nikolay Kurtov
>
>  
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