Originally published at: https://developer.nvidia.com/blog/how-to-accelerate-quantitative-finance-with-iso-c-standard-parallelism/
Quantitative finance libraries are software packages that consist of mathematical, statistical, and, more recently, machine learning models designed for use in quantitative investment contexts. They contain a wide range of functionalities, often proprietary, to support the valuation, risk management, construction, and optimization of investment portfolios. Financial firms that develop such libraries must prioritize limited developer…
Hi @jwitsoe, why do you think I may have the error when compile your examples on Orin Nano?
$ ./BlackScholes_gpu
[./BlackScholes_gpu] - Starting...
GPU Device 0: "Ampere" with compute capability 8.7
Initializing data...
...allocating CPU memory for options.
...generating input data in CPU mem.
...running reference calculations (100 iterations).
Options count : 17520000
BlackScholesCPU() time : 31248.808009 msec
Gigaoptions per second : 0.056066
CUDA error at BlackScholes_main.cpp:148 code=101(cudaErrorInvalidDevice) "cudaMemPrefetchAsync(&Strikes[0], OPT_SZ,0,0)"