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Bringing Existing Code to CUDA Using constexpr and std::pmrCppCon 20212021-10-24
Existing options-pricing code is adapted to run on GPU by changing where and how memory is allocated and by making functions visible to the device: allocation…
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Expression Templates for Efficient, Generic Finance CodeCppCon 20192019-09-15
Shows a small expression-template library that replaces costly temporaries with cheap descriptor objects, using C++17 features like auto return type deduction…
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