how to use quantlib to do research on IBM CELL processor
Locked
how to use quantlib to do research on IBM CELL processor
 
|
Hi,
I would like to do research about quantlib or financial compuation on multicore systems. And I have a Playstation3. I plan to do parallization on the library functions of quantlib because I am in financial market and want to get a job in the area. I plan to implement the parallized functions on PS3 and try to find out the new CELL programming models or algorithms. Or, new mechanisms about thread management and DMA process. And then , extend the results to general multicore systems. Anyone has some ideas or advices on this is welcome !!! thanks !!!
Never miss an email again! Yahoo! Toolbar alerts you the instant new Mail arrives. Check it out. ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
|
|
There is a workshop being held on using multicore/parallel hardware for finance applications, scheduled for October 2007. Details at www.quanttrain.com. Hope this helps! Hi, |
Re: how to use quantlib to do research on IBM CELLprocessor
|
|
Hi, You will have to be carefull which functions you call and how you set up your environment because the library is not completely thread safe. There are a few static/global variables/objects being used in various places. One of these variables I know you can enable it for use in a threaded environment (evalDate), but the others I'm not too sure. Best Regards, Toyin Akin. >From: FN Alavi <[hidden email]> >To: [hidden email] >Subject: Re: [Quantlib-users] how to use quantlib to do research on IBM >CELLprocessor >Date: Fri, 13 Jul 2007 11:00:52 -0400 (EDT) > >There is a workshop being held on using multicore/parallel hardware for >finance applications, scheduled for October 2007. > > Details at www.quanttrain.com. > > Hope this helps! > > >Tony Frank <[hidden email]> wrote: > Hi, >I would like to do research about quantlib or financial compuation on >multicore >systems. And I have a Playstation3. > >I plan to do parallization on the library functions of quantlib because >I am in financial market and want to get a job in the area. > >I plan to implement the parallized functions on PS3 and try to find out >the new CELL programming models or algorithms. Or, new mechanisms about >thread management and DMA process. And then , extend the results to >general multicore systems. > >Anyone has some ideas or advices on this is welcome !!! > >thanks !!! > >--------------------------------- > Never miss an email again! >Yahoo! Toolbar alerts you the instant new Mail arrives. Check it >out.------------------------------------------------------------------------- >This SF.net email is sponsored by DB2 Express >Download DB2 Express C - the FREE version of DB2 express and take >control of your XML. No limits. Just data. Click to get it now. >http://sourceforge.net/powerbar/db2/_______________________________________________ >QuantLib-users mailing list >[hidden email] >https://lists.sourceforge.net/lists/listinfo/quantlib-users > > > >--------------------------------- >All new Yahoo! Mail >--------------------------------- >Get news delivered. Enjoy RSS feeds right on your Mail page. >------------------------------------------------------------------------- >This SF.net email is sponsored by DB2 Express >Download DB2 Express C - the FREE version of DB2 express and take >control of your XML. No limits. Just data. Click to get it now. >http://sourceforge.net/powerbar/db2/ >_______________________________________________ >QuantLib-users mailing list >[hidden email] >https://lists.sourceforge.net/lists/listinfo/quantlib-users _________________________________________________________________ Watch all 9 Live Earth concerts live on MSN. http://liveearth.uk.msn.com ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
«
Return to quantlib-users
|
1 view|%1 views
| Free forum by Nabble | Edit this page |