GitHub - matlogica/XVA-Benchmark: Source code of XVA Benchmark used in article published at https://www.intel.com/content/www/us/en/high-performance-computing/accelerating-xva-pricing-applications.html

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
CMakeLists.txt		CMakeLists.txt
CSARules.h		CSARules.h
Curves.h		Curves.h
DataTools.h		DataTools.h
FO_2.json		FO_2.json
FR_2.json		FR_2.json
HullWhite.h		HullWhite.h
SwapLegs.h		SwapLegs.h
XVAJobRequest.cpp		XVAJobRequest.cpp
XVAJobRequest.h		XVAJobRequest.h
XVAProblem.h		XVAProblem.h
XVAServer.cpp		XVAServer.cpp
adept_local.h		adept_local.h
all_results.json		all_results.json
all_results1.json		all_results1.json
all_results2.json		all_results2.json
initData.json		initData.json
initDataPricingOnly.json		initDataPricingOnly.json

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