[Quantlib-dev] [ quantlib-Feature Requests-2023353 ] CUDA port

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Feature Requests item #2023353, was opened at 2008-07-21 10:39
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
Status: Open
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: CUDA port

Initial Comment:
Hello,

A great feature would be a CUDA port of QuantLib.
Thanks !

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>Comment By: Luigi Ballabio (lballabio)
Date: 2008-09-05 10:06

Message:
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Jose Luis,
    if you don't mind, please repost the question on the quantlib-dev
mailing list so that the discussion can reach a greater number of people.

Thanks,
    Luigi


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Comment By: Jose Luis San Martin (jlsanmartin)
Date: 2008-08-31 18:31

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Hi All,

I'm interested in the Cuda port for QuantLib, at the moment i'm looking
for an open source project with high performance requirements. I have no
idea about quantitative finance but i have no problem with learn about it.

The first thing i need is some advice to know where to start, which module
could be easy to understand to start analyzing code to evaluate if is
possible the Cuda port.

Thanks in advance.

-- 

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