File	Date	Author	Commit
Black-Scholes	2013-05-16	sgrauerg@udel.edu	[7b0f15] removed exe files from repository
Bonds	2013-05-16	sgrauerg@udel.edu	[7b0f15] removed exe files from repository
Monte-Carlo	2013-05-16	sgrauerg@udel.edu	[7b0f15] removed exe files from repository
Repo	2013-05-16	sgrauerg@udel.edu	[7b0f15] removed exe files from repository
Makefile	2013-02-27	Will Killian	[cf69a0] Added empty makefiles
README	2013-05-16	sgrauerg@udel.edu	[74d42e] Updated README to include CPU and OpenMP codes
README-parameters.txt	2013-03-08	sgrauerg	[3900b5] updated README-parameters.txt
compileHmppOpenACC.mk	2013-05-06	sgrauerg@udel.edu	[1a8bc1] Added Makefiles for HMPP and OpenACC codes (sti...
readme.md	2013-02-27	Will Killian	[7bf49d] added readme

Read Me

Quantlib GPU Codes

Scott Grauer-Gray, Will Killian, Robert Searles, Dr. John Cavazos
Email Scott Grauer-Gray at sgrauerg@gmail.com if you have any questions.

This contains codes for Black-Scholes, Monte-Carlo, Bonds, and Repo financial 
applications which can be run on the CPU and GPU.  All the codes are described 
in the paper  "Accelerating Financial Applications on the GPU" which was presented 
at the Sixth Workshop on General Purpose Processing Using GPUs (GPGPU 6) in 2013 and
any work that uses these codes should cite that paper.

Link to paper: http://www.cis.udel.edu/~grauerg/accFinAppsGpu.pdf

See README-parameters.txt for info on the parameters in each application.

Directions (tested for Linux-based systems w/ gcc/g++ compiler, NVIDIA GPU, and CAPS Compiler for HMPP/OpenACC):

For CUDA/OpenCL codes (CUDA available for each application, OpenCL available for Black-Scholes
and Monte-Carlo):
1. Set the PATH and LD_LIBRARY_PATH environment variables to point to the appropriate
locations for CUDA/OpenCL.
2. Navigate to CUDA/OpenCL folder in target application.
3. Run Makefile (by using "make" command).
4. Application executable should be create and can be run.

For HMPP/OpenACC Codes:
1. Set the PATH and LD_LIBRARY_PATH environment variables to point to the appropriate
locations for CUDA/OpenCL.
2. Set the environment variables needed for the HMPP/OpenACC compilation environment.
3. Navigate to HMPP/OpenACC folder in target application.
4. Run Makefile (by using "make" command).
5. Application executable should be create and can be run.

For CPU/OpenMP Codes (assuming using g++ compiler):
1. Run Makefile (by using "make" command).
2. Application executable should be create and can be run.