From: Mark Roth

Hi there, I found a load balance issue with the pthread version of swaptions.

This imbalance occurs as the same chunk size is applied for the first
N-1 thread, and the very last thread picks up all the remaining work.
For example take the simlarge input with 64 swaptions running on 33
threads.  The first 32 threads will process 1 swaption each whereas
the 33rd thread will process 32 swaptions.

- Mark

<<<<<< Begin Patch >>>>>>>>>>>>>>>

From ad398a80714fab491e80e61368ec7fec4c8af0aa Mon Sep 17 00:00:00 2001
From: Mark Roth
Date: Tue, 24 Jan 2012 19:20:00 -0800
Subject: [PATCH] fixed load balance in pthreads version

---
 HJM_Securities.cpp |   16 +++++++++++++---
 1 files changed, 13 insertions(+), 3 deletions(-)

diff --git a/HJM_Securities.cpp b/HJM_Securities.cpp
index 1a99735..f5f7632 100644
--- a/HJM_Securities.cpp
+++ b/HJM_Securities.cpp
@@ -80,9 +80,19 @@ void * worker(void *arg){
  int tid = *((int *)arg);
  FTYPE pdSwaptionPrice[2];

-  int chunksize = nSwaptions/nThreads;
-  int beg = tid*chunksize;
-  int end = (tid+1)*chunksize;
+  int beg, end, chunksize;
+  if (tid < (nSwaptions % nThreads)) {
+    chunksize = nSwaptions/nThreads + 1;
+    beg = tid * chunksize;
+    end = (tid+1)*chunksize;
+  } else {
+    chunksize = nSwaptions/nThreads;
+    int offsetThread = nSwaptions % nThreads;
+    int offset = offsetThread * (chunksize + 1);
+    beg = offset + (tid - offsetThread) * chunksize;
+    end = offset + (tid - offsetThread + 1) * chunksize;
+  }
+
  if(tid == nThreads -1 )
    end = nSwaptions;

--
1.7.5.4