= Overview =
This application is used to price options modelled under the Heston Stochastic Volatility Model.  It makes use of the OpenCL to build multiple kernels that make path realization.

This program was created in part of the requirements to complete AMAT601.21 - Monte Carlo Methods in Finance, at the University of Calgary

= Building =
Being that great make files are grown from a fresh cutting, and never made from scratch, I lumped everying in one file to make compilation easier.

This program was build at tested on OS X
# clang -framework OpenCL -o monteHestonSim monteHestonSim.c

I believe an equivalent under linux would be:
# gcc -lopencl -o monteHestonSim monteHestonSim.c

Also you can compile the info program (#clang -framework OpenCL -o info info.c), which will provide information on your OpenCL capabilities.

= Execution =
The application itself will tell you about all its options

./monteHestonSim -h