Early attempts to port over the Monte Carlo Option Pricing code supplied with the SDK and need to mod it for simple time series bootstrapping. Not being terribly facile in C/C++ (but learning!), could someone provide a short list of the critical components which need to be wrapped by pycuda? I am aware of the various kernels/functions necessary from the main body of code but more interested in a how-to in terms of referencing the ancillary functions properly. I.E. the RNGs "MonteCarlo_SM10" and "MonteCarlo_SM13" routines.
TIA, V. -- Vince Fulco, CFA, CAIA 612.424.5477 (universal) [email protected] A posse ad esse non valet consequentia “the possibility does not necessarily lead to materialization” _______________________________________________ PyCUDA mailing list [email protected] http://tiker.net/mailman/listinfo/pycuda_tiker.net
