Re: [Quantlib-dev] Cuda Port for Quantlib

Posted by Georgy Jikia on
URL: http://quantlib.414.s1.nabble.com/Re-Quantlib-dev-Cuda-Port-for-Quantlib-tp6615p6617.html

it seems commercial vendors are already starting to use cuda for quant. finance

 

http://www.scicomp.com/news/press_releases/pr22.html

 

On Tue, Sep 23, 2008 at 10:50 PM, Kim Kuen Tang <[hidden email]> wrote:

Hi all,

in fact there already exists an implementation of LMM or BGM with cuda.

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