Struct

A simple payoff scripting language for structured products for IRD, Forex Equity....
The project was first integrated to QuantLib, with a targeted CUDA link.
So I plugged it at the Kooderive pricer of Mark JOSHI via a generated CUDA code directly compiled and loaded into the GPU at runtime.

Next steps:
- Add "loop" script keyword
- Add pricer for Forex and equity
- Use PTX for better loading time
- CUDA 7 with improve Runtime Compilation

Project Activity

See All Activity >

Follow Struct

Struct Web Site

Other Useful Business Software

Our Free Plans just got better! | Auth0

With up to 25k MAUs and unlimited Okta connections, our Free Plan lets you focus on what you do best—building great apps.

You asked, we delivered! Auth0 is excited to expand our Free and Paid plans to include more options so you can focus on building, deploying, and scaling applications without having to worry about your security. Auth0 now, thank yourself later.

Try free now

Rate This Project