Not typedef uint64_t in HIP
@@ -43,6 +43,10 @@ monte_carlo_kernel = cupy.ElementwiseKernel(
call = discount_factor * call_sum / n_samples;
''',
preamble='''
+ #ifndef __HIPCC__
+ typedef unsigned long long uint64_t;
+ #endif
+
__device__
inline T get_call_value(T s, T x, T p, T mu_by_t, T v_by_sqrt_t) {
const T call_value = s * exp(mu_by_t + v_by_sqrt_t * p) - x;
