Re: [Quantlib-dev] Cuda Port for Quantlib

Posted by Eric Ehlers-2 on
URL: http://quantlib.414.s1.nabble.com/Re-Quantlib-dev-Cuda-Port-for-Quantlib-tp6615p6616.html

Hello,

On Tue, September 23, 2008 21:50, Kim Kuen Tang wrote:
> Another point:
> As stated before the compiler of cuda (called nvcc) only supports C. And
QuantLib is completely coded in C++. That means you have to integrate C in
C++. This sounds trivial, but a wide range of problems may occur as
discussed by Meyer.

An earlier release of QuantLibAddin supported a C interface.  That build has
not been maintained but it would not be too hard to resurrect it.

Regards,
Eric

-------------------------
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
Distributed computing for pricing analytics - Use Microsoft Excel as a client
to the Grid


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