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Quantlib port for pricing on GPU

Posted by om.anand77 on Mar 13, 2016; 3:56am
URL: http://quantlib.414.s1.nabble.com/Quantlib-port-for-pricing-on-GPU-tp17344.html

I came across a few old post mentioning quantlib port to run on CUDA.

I am mainly interested in pricing of Equity Options.

There seem to be a couple of open source projects utilizing quantlib that are cuda enabled. However they use basic pricing models. Dividend for most part is not supported and neither are american options.

It would be helpful to get your answers in this regard.