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
Cut Data Warehouse Costs by 54% Icon
Cut Data Warehouse Costs by 54%

Easily migrate from Snowflake, Redshift, or Databricks with free tools.

BigQuery delivers 54% lower TCO with exabyte scale and flexible pricing. Free migration tools handle the SQL translation automatically.
Try Free
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of Struct!

Additional Project Details

Registered

2014-11-17