Package net.finmath.montecarlo.opencl

Provides OpenCL implementations of RandomVariable and RandomVariableFactory.

Author:

Christian Fries

Class Summary

Class	Description
RandomVariableOpenCL	This class represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.
RandomVariableOpenCL.DeviceMemoryPool	A memory pool for the GPU vectors.
RandomVariableOpenCL.DevicePointerReference	An object referencing a cuda device pointer.
RandomVariableOpenCLFactory	RandomVariableFactory creating CUDA random variables (object implementing RandomVariable running on Cuda).