Computing Black Scholes european options pricing in C++ or Clojure
C++ Clojure
Switch branches/tags
Nothing to show
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
src
README.org

README.org

Black Scholes pricing as an example of scientific / finance computing.

:DONE: multicore C++

C++ tr1 & OpenMP

C++0X & std::async

:TODO: GPU & Functional

Clojure

:DONE: single core basic

:TODO: type hinting

:TODO: multicore

OpenCL (from C++ and / or Clojure )