   #endif
 }
 
-__device__
+__device__ __host__
 float af_BNOptionDelta(afOptionInfo_t* option, afBNOptionValuationSettings_t* settings) {
   float S         = option->S;
   option->S       = S + settings->epsilon;

  return AF_UNKNOWN_FLOAT;
}

__device__
float af_BNOptionRho(afOptionInfo_t* option, afBNOptionValuationSettings_t* settings) {
  if (option->r_style == AF_OPTION_YIELD_STYLE_SCALAR) {
    float r         = option->r;

  return AF_UNKNOWN_FLOAT;
}

__device__ __host__
float af_BNOptionTheta(afOptionInfo_t* option, afBNOptionValuationSettings_t* settings) {
  float tau     = option->tau;
  option->tau   = tau + settings->epsilon;
