Re: [Quantlib-users] [Quantlib-dev] Cuda Port for Quantlib

[Georgy J. <geo...@gm...>]

it seems commercial vendors are already starting to use cuda for quant.
finance

http://www.scicomp.com/news/press_releases/pr22.html



On Tue, Sep 23, 2008 at 10:50 PM, Kim Kuen Tang <kue...@vo...>wrote:

> Hi all,
>
> in fact there already exists an implementation of LMM or BGM with cuda.
>