Fixed building of monte_carlo_european_opt on Windows (#1491)

* fix issue on windows with nmake

Signed-off-by: Fedorov, Andrey <[email protected]>

* Update makefile

---------

Signed-off-by: Fedorov, Andrey <[email protected]>
Co-authored-by: Jimmy Wei <[email protected]>

Author: andreyfe1

Libraries/oneMKL/monte_carlo_european_opt/makefile

@@ -1,25 +1,19 @@
 all: montecarlo
 
-generator ?= mcg59
+!if "$(generator)" == "mrg"
+	GENERATOR=/DUSE_MRG
+!endif
 
-ifeq ($(generator), mrg)
-	GENERATOR = /DUSE_MRG
-endif
+!if "$(generator)" == "philox"
+	GENERATOR=/DUSE_PHILOX
+!endif
 
-ifeq ($(generator), philox)
-	GENERATOR = /DUSE_PHILOX
-endif
-
-ifneq ($(generator), $(filter $(generator),mrg philox mcg59))
- 	$(error "You use unknown generator. Please, use mrg philox or mcg59 (default)")
-endif
-
-DPCPP_OPTS=/I$(MKLROOT)\include /DMKL_ILP64 $(GENERATOR) -fsycl -fsycl-device-code-split=per_kernel -qmkl
+DPCPP_OPTS=/I"$(MKLROOT)\include" /DMKL_ILP64 $(GENERATOR) -fsycl -fsycl-device-code-split=per_kernel -qmkl
 
 montecarlo: src/montecarlo_main.cpp
 	icpx src/montecarlo_main.cpp /omontecarlo.exe $(DPCPP_OPTS)
 
 clean:
 	del /q montecarlo.exe
 
-pseudo: clean all
+pseudo: clean all