Generates random option data, then computes the call/put option prices on the GPU using the Black-Scholes model.
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.
Demonstrates GPU-based implementations of basic vector/matrix operations.
A simple console project which consumes the accelerated OptionPricing.Library project.
Demonstrates GPU-based option-valuation techniques. Includes an implemenation of a Monte Carlo-based pricing engine for Asian options.
A WCF Service Application which exposes the service from the OptionPricing.ServiceLibrary project.
A WCF Service Library which wraps the OptionPricing.Library project to expose it through a web service.
Demonstrates the use of the [SharedMemory] attribute by summing an array of integer values on the GPU.
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?
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