8 lines
600 B
Plaintext
8 lines
600 B
Plaintext
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SciFinance now automatically generates GPU-enabled pricing & risk model source code that runs up to 50-300x faster than serial code using a new NVIDIA Fermi-class Tesla 20-Series GPU.
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SciFinance is a derivatives pricing and risk model development tool that automatically generates C/C++ and GPU-enabled source code from concise, high-level model specifications. No parallel computing or CUDA programming expertise is required.
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SciFinance's automatic, GPU-enabled Monte Carlo pricing model source code generation capabilities have been significantly extended in the latest release. This includes:
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