Visual studio 2010 使用MKL for rng在VS2010中与Intel TBB进行并行模拟 我需要用C++的Monte-Carlo模拟，在VS2010中用英特尔TBB和MKL安装，只得到1GB内存。

让S（t）表示时间t的导数的价格。当前价格为S（0）=100

为简单起见，导数的定义如下（实际导数更复杂）： 概率为99%的S（t+1）=S（t）*exp（X），X~N（mu=0，sigma=0.01） 概率为1%时，导数跳到S（t+1）=S（t）*0.4

如果导数在0for j = 1 to #simulation/{ for t = 1 to 250{ generate S(t+1) check if S(t+1) defaults } }

VSLStreamStatePtr stream[10*#processors];
for i = 1 to 10*#processor{
    vslNewStream( &stream[i], VSL_BRNG_MT2203+i, seed );
}

tbb_parallel_for i = 1 to 10*#processors{
    use stream[i]  for random number generation
    generate    10mn / (10*#processor) * 250     random numbers ~ N(0, 0.01) and store them in a vector.
    generate    10mn / (10*#processor) * 250     random numbers ~ Bernoulli(0.01) and store them in a vector.
    generate    10mn / (10*#processor) * 250     random numbers ~ Bernoulli(0.01) and store them in a vector.
    for j = 1 to #simulation/(10*#processors){
        use 
        for t = 1 to 250{
            generate S(t+1) using the vectors filled with random numbers
            check if S(t+1) defaults
        }
    }
}