Re: FPGA (field programmable gate array)

Posted by david.zxem on Jul 13, 2006; 2:44pm
URL: http://quantlib.414.s1.nabble.com/FPGA-field-programmable-gate-array-tp4923p4925.html

When you talking about porting, what kind of procedure you are using? Do you have some existing tool to port the existing code to the new hardware or need to rewrite the algorithm by using some native language assuming there is no OO concept at that level.

Thanks!
Xin

On 7/13/06, Moreton, Peter <[hidden email]> wrote:

Hi,

I have just begun a project to run a proof-of-concept of a quant algorithm running on an Altera Stratix-II GX FPGA, which has 192 multipliers on-chip. It's technically quite challenging, to say the least, but the returns are potentially huge. People talk about seeing performance speed-ups of between ten and a thousand-fold. I'd be happy to achieve 100x increase in throughput of the algorithm that I'm porting to FPGA. (A European Lookback Call).

Anyone else looking at this technology?

Regards, Peter Moreton
Getronics UK Ltd


________________________________

From: [hidden email] on behalf of Xin Zhao
Sent: Thu 13/07/2006 14:15
To: [hidden email]
Subject: [Quantlib-users] FPGA (field programmable gate array)


Hi all,

More and More companies are talking about implement the QA lib onto FPGA infrastructure. Does anyone have some thought about this and want to share with us?

Thanks
Xin Zhao


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