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File Date Author Commit
 LINUX 2014-08-03 nicholasyap [r244] accidentally added files to the wrong folder
 build 2015-12-11 markjoshi [r256] added gold code for pricing vanillas using Vari...
 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 2015-12-11 markjoshi [r256] added gold code for pricing vanillas using Vari...
 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...