FINMATH.NET

Enabling finmath lib with OpenCL (via jocl). - Running finmath lib models on a GPU... The finmath lib opencl extensions provide an OpenCL implementation of the finmath lib interfaces and compatible with finmath lib 5.1 or later (tested on GRID GPU Kepler GK105, GeForce GTX 1080, GeForce GT 750M, AMD Radeon Pro 560, Apple M1)... finmath-lib-opencl-extensions is distributed through the central Maven repository.

Also known as: finmath

Primary location: Kelkheim Germany