Module net.finmath.cuda
Package net.finmath.cuda.montecarlo
Provides Cuda implementations of RandomVariable and RandomVariableFactory.
- Author:
- Christian Fries
-
Class Summary Class Description RandomVariableCuda The class RandomVariableCuda represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.RandomVariableCuda.DevicePointerReference An object referencing a cuda device pointer.RandomVariableCudaFactory RandomVariableFactory creating CUDA random variables (object implementing RandomVariable running on Cuda).