Re: [Quantlib-dev] Cuda Port for Quantlib

[Mark j. <ma...@ma...>]

Thanks everyone for their interest in this.

Clearly, the pricing part of the LMM is a straight Monte Carlo simulation
and so parallelizable.
I am certainly interested in pursuing the option of doing this. I have some
ideas on the minimal
path to get some CUDA use into the LMM implementation of QuantLib.

I suggest forming a subgroup. Perhaps everyone who wants to participate
could drop me an
e-mail.

mark