Re: [Quantlib-dev] Questions beginner

[Michael B. <mjb...@gm...>]

Hi, I'd also like to comment on this.

I'm in the process of writing a PhD research proposal at the moment and was
considering centering it on an FPGA/HW acceleration wrapper for QuantLib.
Does anyone know if attempts have been made to do this? Or if it would be
of utility to the users?

It looks at the moment that while many accelerators exist there is nothing
open source with the community following of QuantLib. GPGPU is one option,
but a dedicated card may be more appropriate in some cases (for example,
should the card feature on-board Ethernet).

A loose specification could involve a PCI express card recognized by
quantlib that offloads library calls to the card, and perhaps at a stretch
certain code paths of user applications.

Any feedback?

Thanks and best regards,

Mike

On Fri, Dec 28, 2012 at 4:20 PM, Luigi Ballabio <lui...@gm...>wrote:

> Hi Minos and Steph,
>     I'm afraid we're kind of bad at this...  we don't have a roadmap
> at this time, or a list of todo items, so I don't think I have tasks
> to suggest.  Anyway: if you want to get familiar with the library, you
> might start from the design notes I'm putting together at
> <https://sites.google.com/site/luigiballabio/qlbook>.
>
> Minos: if you're interested in CUDA, Klaus Spanderen has been doing
> some research on that (you can read his blog at
> <http://hpcquantlib.wordpress.com/>; you might want to get in thouch
> with him and check if you can collaborate (he's in cc).
>
> Steph: do you have in mind anything in particular with regard to
> options? Maybe some project you might be pursuing in the context of
> your studies? (If you have an advisor, you might check with him).
>
> Later,
>     Luigi
>
>
>
> On Sun, Dec 16, 2012 at 9:00 PM, Minos Bambinos
> <min...@gm...> wrote:
> > Hi,
> >
> > I'm a s/w engineer, I'd like to contribute but I don't know how or where
> to
> > start.  I'm interested in C++/STL/BOOST/CUDA/OpenCL.
> >
> > Thank you,
> > -Minos
>
> On Fri, Dec 14, 2012 at 2:04 PM, prj sli <pro...@li...> wrote:
> > Hi all ,
> >
> > I am an student in quantitative finance and I just join the group.
> > Actually I would relly like to help but I don't really knpow where and
> > how to start!!
> > I am very interested with option pricing (vanilla and exotics options
> ...)
> >
> > Could you help me with that and give me some tips ?
> >
> > Thanks for your answer.
> >
> > Regards.
> >
> > Steph
>
>
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