Tree [r244] /
History



File Date Author Commit
LINUX 2014-08-03 nicholasyap [r244] accidentally added files to the wrong folder
build 2014-08-03 nicholasyap [r240]
cudaWrappers 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
doc 2014-05-02 markjoshi [r237] added example code for matrix transpose without...
gold 2014-07-17 markjoshi [r239] cleaning up of Kooql. still not fully compiling
kooexample 2014-04-04 markjoshi [r233] eliminated dependence on cula
kooql 2014-07-17 markjoshi [r239] cleaning up of Kooql. still not fully compiling
kootest3 2014-01-22 markjoshi [r219] Removed old project files.
Asian.h 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
Asian_Test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
Asian_Test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
Asian_Test.linkinfo 2010-01-13 markjoshi [r3] added clear test for Asian code
Asian_gpu.h 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
Asian_main.cu 2013-05-30 markjoshi [r172]
Bridge.h 2014-02-04 markjoshi [r220] changed gold code to templatize on float or dou...
Bridge_Test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
Bridge_Test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
Bridge_Test.linkinfo 2010-01-14 markjoshi [r4] Put in tests for one d bridge and Asian code ag...
Bridge_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
Bridge_gpu.h 2009-10-09 markjoshi [r1] first commit
Bridge_gpu.linkinfo 2009-10-09 markjoshi [r1] first commit
Bridge_main.cu 2014-02-04 markjoshi [r220] changed gold code to templatize on float or dou...
Bridge_multi_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
Bridge_multi_gpu.h 2014-02-04 markjoshi [r220] changed gold code to templatize on float or dou...
Bridge_multi_gpu.linkinfo 2009-10-09 markjoshi [r1] first commit
Brownian_generator_full.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
Brownian_generator_full.h 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
CUDAConditionalMacros.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
ComparisonCheck.cu 2013-05-30 markjoshi [r172]
ComparisonCheck.h 2013-01-14 markjoshi [r155] first working version of LS gpu code!
Const_memory_buffer_accessor.cu 2010-01-20 markjoshi [r8] correlation code now work with constant memory
Correlate_drift_gpu.h 2010-02-01 markjoshi [r20] added routine to do fixed drifts and pseudo-roo...
Correlate_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
Correlate_gpu.h 2010-01-29 markjoshi [r19] changed correlation code so that it ignores dea...
Correlation_main.cu 2011-10-14 markjoshi [r90] killed the silly warnings. All files using are ...
Correlation_main.h 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
Correlation_test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
Correlation_test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
Cuda.Rules 2009-10-12 markjoshi [r2] Expanded the building notes and moved the build...
DeviceChooser.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
DeviceChooser.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
LMM_evolver_all.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
LMM_evolver_all.h 2013-11-13 markjoshi [r214] made threads per block an input to key LMM rout...
LMM_evolver_full.cu 2014-02-04 markjoshi [r220] changed gold code to templatize on float or dou...
LMM_evolver_full.h 2013-11-13 markjoshi [r214] made threads per block an input to key LMM rout...
LMM_evolver_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
LMM_evolver_gpu.h 2013-09-05 markjoshi [r205] non-call initial coupons is now less buggy
LMM_evolver_main.cu 2013-11-13 markjoshi [r214] made threads per block an input to key LMM rout...
LMM_evolver_main.h 2013-11-13 markjoshi [r214] made threads per block an input to key LMM rout...
LMM_evolver_test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
LMM_evolver_test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
LS_Basis_gpu.cu 2013-06-14 markjoshi [r175] testing and debugging and extensions to LS code
LS_Basis_gpu.h 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
LS_Basis_main.cu 2013-06-14 markjoshi [r175] testing and debugging and extensions to LS code
LS_Basis_main.h 2013-06-14 markjoshi [r175] testing and debugging and extensions to LS code
LS_basis_examples_gpu.h 2013-11-08 markjoshi [r212] added lots of const __restrict__ s to improve c...
LS_gpu.cu 2013-09-04 markjoshi [r204] lots of debugging of multi regression code
LS_gpu.h 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
LS_main.cu 2013-09-04 markjoshi [r204] lots of debugging of multi regression code
LS_main.h 2013-09-04 markjoshi [r204] lots of debugging of multi regression code
LS_main_cula.cu 2014-04-04 markjoshi [r233] eliminated dependence on cula
LS_main_cula.h 2014-04-04 markjoshi [r233] eliminated dependence on cula
LS_test.cu 2013-09-04 markjoshi [r204] lots of debugging of multi regression code
LS_test.h 2013-07-17 markjoshi [r190] added cula version of the regression code. Now ...
LSmulti_test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
LSmulti_test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
LinearSolverConcrete_main.cu 2014-04-04 markjoshi [r233] eliminated dependence on cula
LinearSolverConcrete_main.h 2014-04-04 markjoshi [r233] eliminated dependence on cula
LinearSolver_base_main.h 2013-11-13 markjoshi [r213] conversion to x64 and 3.5
MainsCuda.cu 2013-11-13 markjoshi [r213] conversion to x64 and 3.5
MainsCuda.linkinfo 2009-10-09 markjoshi [r1] first commit
Market_model_pricer.cu 2013-11-13 markjoshi [r214] made threads per block an input to key LMM rout...
Market_model_pricer.h 2013-02-06 markjoshi [r169] now using more shared memory when doing cash fl...
Matrix_solve_main.cu 2014-04-04 markjoshi [r233] eliminated dependence on cula
Matrix_solve_main.h 2014-04-04 markjoshi [r233] eliminated dependence on cula
MultiD_Path_Gen_BS_Test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
MultiD_Path_Gen_BS_Test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
RegressionSelectorBase.cu 2013-08-02 markjoshi [r192]
RegressionSelectorBase.h 2013-08-02 markjoshi [r192]
RegressionSelectorConcrete.cu 2013-11-21 markjoshi [r216] minor fix
RegressionSelectorConcrete.h 2013-11-21 markjoshi [r216] minor fix
Sobol_int_test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
Sobol_int_test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
Sobol_test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
Sobol_test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
Utilities.cu 2013-08-07 markjoshi [r197] kooexample now runs in debug mode after removal...
Utilities.h 2013-11-07 markjoshi [r211] made code build under x64
allocate_thrust.h 2010-12-02 markjoshi [r81] eliminated almost all warnings
asian_gpu.cu 2014-05-02 markjoshi [r237] added example code for matrix transpose without...
asian_gpu.linkinfo 2009-10-09 markjoshi [r1] first commit
basisFunctions.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
basisFunctions.h 2011-11-10 markjoshi [r103] change cash flows according to exercise time co...
basisFunctions_main.cu 2011-11-10 markjoshi [r103] change cash flows according to exercise time co...
basisFunctions_main.h 2011-11-10 markjoshi [r103] change cash flows according to exercise time co...
brownian_bridge.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
brownian_bridge.h 2012-12-20 markjoshi [r151] rewrote bridge to use shared memory
cashFlowAggregation_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
cashFlowAggregation_gpu.h 2013-09-04 markjoshi [r204] lots of debugging of multi regression code
cashFlowAggregation_main.cu 2013-09-04 markjoshi [r204] lots of debugging of multi regression code
cashFlowAggregation_main.h 2013-09-04 markjoshi [r204] lots of debugging of multi regression code
cashFlowDiscounting_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
cashFlowDiscounting_gpu.h 2013-02-07 markjoshi [r171] works under cuda 5.0 All tests pass!
cashFlowDiscounting_main.cu 2013-02-07 markjoshi [r171] works under cuda 5.0 All tests pass!
cashFlowDiscounting_main.h 2013-02-07 markjoshi [r171] works under cuda 5.0 All tests pass!
cashFlowGen_earlyExProduct_gpu.h 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
cashFlowGen_earlyEx_product_main.cu 2013-01-18 markjoshi [r159] put in example of IRD pricing plus added missin...
cashFlowGen_earlyEx_product_main.h 2013-08-27 markjoshi [r202] multi LS code now seems to work,
cashFlowGeneration_gpu.cu 2010-08-09 markjoshi [r46] progress on cash-flow generation and payment ti...
cashFlowGeneration_gpu.h 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
cashFlowGeneration_product_gpu.cu 2013-01-17 markjoshi [r158] second pass GPU code now works! we have a worki...
cashFlowGeneration_product_gpu.h 2013-11-08 markjoshi [r212] added lots of const __restrict__ s to improve c...
cashFlowGeneration_product_main.cu 2011-12-06 markjoshi [r113] cash flow partial discounting passes test
cashFlowGeneration_product_main.h 2011-12-06 markjoshi [r113] cash flow partial discounting passes test
cash_flow_gen_equity_one_dim_gpu.cu 2012-12-12 markjoshi [r147] ratchetput now priceable in both GPU and CPU an...
cash_flow_generation_equity_one_dim_gpu.h 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
cash_flow_product_equity_one_dim_gpu.cu 2012-12-12 markjoshi [r147] ratchetput now priceable in both GPU and CPU an...
cash_flow_product_equity_one_dim_gpu.h 2012-12-12 markjoshi [r147] ratchetput now priceable in both GPU and CPU an...
cash_flow_product_equity_one_dim_main.cu 2012-12-12 markjoshi [r147] ratchetput now priceable in both GPU and CPU an...
cash_flow_product_equity_one_dim_main.h 2012-12-12 markjoshi [r147] ratchetput now priceable in both GPU and CPU an...
codingnotes.txt 2010-02-09 markjoshi [r23] clarified notes
const_memory_accessor.h 2010-01-20 markjoshi [r8] correlation code now work with constant memory
const_memory_buffer.h 2010-01-20 markjoshi [r8] correlation code now work with constant memory
constant_memory_test.cu 2010-01-20 markjoshi [r8] correlation code now work with constant memory
constant_memory_test.h 2010-01-20 markjoshi [r8] correlation code now work with constant memory
correlate_drift_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
correlate_drift_main.cu 2011-10-14 markjoshi [r90] killed the silly warnings. All files using are ...
correlate_drift_main.h 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
correlate_drift_test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
correlate_drift_test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
cudaMacros.h 2010-01-20 markjoshi [r8] correlation code now work with constant memory
cula_test.cu 2013-08-06 markjoshi [r195] upgraded to work with CUDA 5.5 and added projec...
cula_test.h 2013-08-06 markjoshi [r195] upgraded to work with CUDA 5.5 and added projec...
cutil.cu 2013-05-30 markjoshi [r172]
cutil.h 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
cutil_inline.h 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
drift_add_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
drift_add_gpu.h 2010-01-22 markjoshi [r9] added routines to add a matrix of deterministic...
drift_add_main.cu 2011-10-14 markjoshi [r90] killed the silly warnings. All files using are ...
drift_add_main.h 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
drift_add_test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
drift_add_test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
early_exercise_value_generator_gpu.cu 2011-11-30 markjoshi [r110] added code and tests for generating exercise va...
early_exercise_value_generator_gpu.h 2013-01-17 markjoshi [r158] second pass GPU code now works! we have a worki...
early_exercise_value_generator_main.cu 2011-11-30 markjoshi [r110] added code and tests for generating exercise va...
early_exercise_value_generator_main.h 2011-11-30 markjoshi [r110] added code and tests for generating exercise va...
exercise_cash_flows_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
exercise_cash_flows_gpu.h 2011-11-10 markjoshi [r103] change cash flows according to exercise time co...
exercise_cash_flows_main.cu 2011-11-10 markjoshi [r103] change cash flows according to exercise time co...
exercise_cash_flows_main.h 2011-11-10 markjoshi [r103] change cash flows according to exercise time co...
exercise_values_examples.h 2013-11-08 markjoshi [r212] added lots of const __restrict__ s to improve c...
gpuCompatibilityCheck.cu 2014-04-02 markjoshi [r231] changed test suite to adapt tests to the memory...
gpuCompatibilityCheck.h 2014-04-02 markjoshi [r231] changed test suite to adapt tests to the memory...
inverseCumulatives.h 2010-12-02 markjoshi [r81] eliminated almost all warnings
kooderive.cpj 2009-10-09 markjoshi [r1] first commit
ls.h 2011-11-30 markjoshi [r111] added gold code for discounting to exercise dates
main.cu 2014-05-02 markjoshi [r237] added example code for matrix transpose without...
mainsCuda.h 2009-10-09 markjoshi [r1] first commit
matrix_test.cu 2014-05-02 markjoshi [r237] added example code for matrix transpose without...
matrix_test.h 2014-05-02 markjoshi [r237] added example code for matrix transpose without...
multid_path_gen_BS_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
multid_path_gen_BS_gpu.h 2010-01-25 markjoshi [r11] first version of LMM euler evolver -- not yet d...
multid_path_gen_BS_main.cu 2011-10-12 markjoshi [r82] changes to work with version 4.0 of toolkit and...
multid_path_gen_BS_main.h 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
outerProduct_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
outerProduct_gpu.h 2013-11-21 markjoshi [r215] various new approaches to speeding up regressions
outerProduct_main.cu 2013-11-21 markjoshi [r215] various new approaches to speeding up regressions
outerProduct_main.h 2013-11-21 markjoshi [r215] various new approaches to speeding up regressions
outer_test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
outer_test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
output_device.h 2013-01-17 markjoshi [r158] second pass GPU code now works! we have a worki...
reduction_thread_fence.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
reduction_thread_fence.h 2013-11-21 markjoshi [r215] various new approaches to speeding up regressions
reductions_gpu.cu 2014-03-21 markjoshi [r228] Made code compile under 13 architecture. Also a...
reductions_gpu.h 2013-11-21 markjoshi [r215] various new approaches to speeding up regressions
scramble_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
scramble_gpu.h 2010-06-25 markjoshi [r29] Changed scrambling to work with unsigned ints
scramble_main.cu 2011-10-14 markjoshi [r90] killed the silly warnings. All files using are ...
scramble_main.h 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
scramble_test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
scramble_test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
smallFunctions.h 2013-08-20 markjoshi [r200] debugging plus added global basis variable norm...
sobol.cu 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
sobol.h 2011-10-14 markjoshi [r89] moved appropriate Sobol code into gold
sobol_gpu.cu 2010-12-02 markjoshi [r81] eliminated almost all warnings
sobol_gpu.h 2010-07-21 markjoshi [r38] rationalized Sobol code and added OKK's path of...
sobol_gpu.linkinfo 2009-10-09 markjoshi [r1] first commit
sobol_int_gpu.cu 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
sobol_int_gpu.h 2010-07-19 markjoshi [r37] Sobol ints routine now works with skipping.
stream_test.cu 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
stream_test.h 2014-04-08 markjoshi [r234] reworked test suite to work on 1.3 and 3.5 arch...
structs.txt 2010-07-21 markjoshi [r40] kooql using gold version and quantlib with cuda...
test.cu 2011-10-14 markjoshi [r86] moved pragmas.h to gold folder
transpose_gpu.cu 2014-05-02 markjoshi [r237] added example code for matrix transpose without...
transpose_gpu.h 2014-05-02 markjoshi [r237] added example code for matrix transpose without...
transpose_main.cu 2014-05-02 markjoshi [r237] added example code for matrix transpose without...
transpose_main.h 2014-05-02 markjoshi [r237] added example code for matrix transpose without...
weighted_average_gpu.cu 2014-03-31 markjoshi [r229] added gpu compatibility checks code to Kooderiv...
weighted_average_gpu.h 2012-12-12 markjoshi [r147] ratchetput now priceable in both GPU and CPU an...
weighted_average_main.cu 2012-12-12 markjoshi [r147] ratchetput now priceable in both GPU and CPU an...
weighted_average_main.h 2012-12-12 markjoshi [r147] ratchetput now priceable in both GPU and CPU an...