Pinned Loading

1. lss2 lss2 Public

   Library containing linear system solvers including some ODE and PDE solvers. Written in C++17 for win64. Migrated from LSS. Rewritten to use valarrays rather then vectors.

   C++ 3 1

2. lattice_pricer lattice_pricer Public

   Lattice pricer header only C++ library

   C++ 1

3. monte_carlo_pricer_cuda monte_carlo_pricer_cuda Public

   This is the extension of monte_carlo_pricer repository. It enables pricing using CUDA library (version 10.2)

   C++

4. optimization_methods optimization_methods Public

   Contains several well known optimisation methods. Library written in modern C++20, using Eigen library.

   Makefile 1

5. avx2_vectorised_functions_lib avx2_vectorised_functions_lib Public

   DLL library consisting of vectorised math functions written in Assembly x86 (using AVX2 technology) and calling in C++.

   Assembly 2

6. avx2_vectorised_functions_tests avx2_vectorised_functions_tests Public

   External tests for avx2_vectorised_functions_lib.

   C++ 1