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Example projects for GPU.NET

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README.markdown

C# Example Projects for GPU.NET

Project Descriptions

  • BlackScholes.Cli

    Generates random option data, then computes the call/put option prices on the GPU using the Black-Scholes model.

  • BlackScholes.WinForms

    The same kernels demonstrated in BlackScholes, but wrapped in a WinForms GUI which uses BackgroundWorker instances to keep the GUI responsive while running the calculations in the background.

  • LinearAlgebra.Library

    Demonstrates GPU-based implementations of basic vector/matrix operations.

  • OptionPricing.Cli

    A simple console project which consumes the accelerated OptionPricing.Library project.

  • OptionPricing.Library

    Demonstrates GPU-based option-valuation techniques. Includes an implemenation of a Monte Carlo-based pricing engine for Asian options.

  • OptionPricing.ServiceApp

    A WCF Service Application which exposes the service from the OptionPricing.ServiceLibrary project.

  • OptionPricing.ServiceLibrary

    A WCF Service Library which wraps the OptionPricing.Library project to expose it through a web service.

  • Reduction.Cli

    Demonstrates the use of the [SharedMemory] attribute by summing an array of integer values on the GPU.

  • UnitTesting.Test

    Demonstrates how GPU.NET-accelerated code can be unit-tested like any other .NET code by implementing some simple unit tests within a Visual Studio / MSTest project.

Questions? Ideas for new examples?

Please contact us if you have any questions about the example projects or ideas for new example projects!

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