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#ifndef BINOMIAL_OPTION_H_
#define BINOMIAL_OPTION_H_


//Header Files
#include <stdio.h>
#include <cmath>
#include <stdlib.h>
#include <assert.h>
#include <string.h>
#include <SDKCommon.hpp>
#include <SDKApplication.hpp>
#include <SDKFile.hpp>

#include <malloc.h>

/**
 * \RISKFREE 0.02f
 * \brief risk free interest rate.
 */
#define RISKFREE 0.02f

/**
 * \VOLATILITY 0.30f
 * \brief Volatility factor for Binomial Option Pricing.
 */
#define VOLATILITY 0.30f


/**
 * BinomialOption 
 * Class implements OpenCL  BinomialOption sample
 * Derived from SDKSample base class
 */

class BinomialOption : public SDKSample
{
    cl_double setupTime;            /**< Time taken to setup OpenCL resources and building kernel */
    cl_double kernelTime;           /**< Time taken to run kernel and read result back */
    cl_int numSamples;              /**< No. of time steps */
    cl_int numSteps;                /**< No. of samples */
    cl_float* randArray;            /**< Array of float random numbers */
    cl_float* output;               /**< Output result */
    cl_float* refOutput;            /**< Reference result */
    cl_context context;             /**< CL context */
    cl_device_id *devices;          /**< CL device list */
    cl_mem randBuffer;              /**< CL memory buffer for random numbers */
    cl_mem outBuffer;               /**< CL memory buffer for output*/
    cl_command_queue commandQueue;  /**< CL command queue */
    cl_program program;             /**< CL program  */
    cl_kernel kernel;               /**< CL kernel */
    int iterations;                 /**< Number of iterations for kernel execution */
    streamsdk::SDKDeviceInfo deviceInfo;/**< Structure to store device information*/
    streamsdk::KernelWorkGroupInfo kernelInfo;/**< Structure to store kernel related info */

private:

    float random(float randMax, float randMin);

public:
    /** 
     * Constructor 
     * Initialize member variables
     * @param name name of sample (string)
     */
    explicit BinomialOption(std::string name)
        : SDKSample(name),
          setupTime(0),
          kernelTime(0),
          randArray(NULL),
          output(NULL),
          refOutput(NULL),
          devices(NULL),
          iterations(1)
    {
        numSamples = 64;
        numSteps = 254;
    }

    /** 
     * Constructor 
     * Initialize member variables
     * @param name name of sample (const char*)
     */
    explicit BinomialOption(const char* name)
        : SDKSample(name),
          setupTime(0),
          kernelTime(0),
          randArray(NULL),
          output(NULL),
          refOutput(NULL),
          devices(NULL),
          iterations(1)
    {
        numSamples = 64;
        numSteps = 254;
    }

    ~BinomialOption();

    /**
     * Allocate and initialize host memory array with random values
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int setupBinomialOption();

    /**
     * Override from SDKSample, Generate binary image of given kernel 
     * and exit application
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int genBinaryImage();

    /**
     * OpenCL related initialisations. 
     * Set up Context, Device list, Command Queue, Memory buffers
     * Build CL kernel program executable
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int setupCL();

    /**
     * Set values for kernels' arguments, enqueue calls to the kernels
     * on to the command queue, wait till end of kernel execution.
     * Get kernel start and end time if timing is enabled
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int runCLKernels();

    /**
     * Reference CPU implementation of Binomial Option
     * for performance comparison
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int binomialOptionCPUReference();

    /**
     * Override from SDKSample. Print sample stats.
     */
    void printStats();

    /**
     * Override from SDKSample. Initialize 
     * command line parser, add custom options
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int initialize();

    /**
     * Override from SDKSample, adjust width and height 
     * of execution domain, perform all sample setup
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int setup();

    /**
     * Override from SDKSample
     * Run OpenCL BinomialOption
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int run();

    /**
     * Override from SDKSample
     * Cleanup memory allocations
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int cleanup();

    /**
     * Override from SDKSample
     * Verify against reference implementation
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int verifyResults();
};

#endif // BINOMIAL_OPTION_H_