Cuda Port for Quantlib
Posted by
Jose Luis San Martin on
URL: http://quantlib.414.s1.nabble.com/Cuda-Port-for-Quantlib-tp12256.html
Hi All,
I'm interested in the Cuda port for QuantLib, at the moment I'm looking
for an open source project with high performance requirements. I have no
idea about quantitative finance but i have no problem with learn about it.
The first thing i need is some advice to know where to start, which module
could be easy to understand to start analyzing code to evaluate if is
possible the Cuda port.
Thanks in advance.
--
.:. Jose Luis .:.
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