finmath lib cuda extensions Release Notes


Release Notes

4.1.7 (22.03.2020)

General

  • Compatibility with finmath-lib 4.1.7.

4.1.1 (15.02.2020)

General

  • Extracted interface RandomVariableDifferentiableFactory.
  • Improved support for libraries referencing finmath-lib-cuda-extensions as a Maven dependency.
  • Added examples to finmath experiments.

Cuda

  • Allowing to select the cuda version via a command line or settings.xml property (cuda.version).
  • Added support for legacy versions Cuda 9.2, Cuda 6.0

4.0.12 (10.09.2019)

General

  • Added support for OpenCL via RandomVariableOpenCLFactory and RandomVariableOpenCLFactory

4.0.11 (31.08.2019)

General

  • Compiled for Cuda 10.1 (JCuda 10.1.10).

4.0.10 (31.08.2019)

General

  • Added site

4.0.6 (30.08.2019)

General

  • Performance improvements
  • Compatibility with finmath-lib 4.0.x
  • Compiled for JCuda / Cuda 10.0
  • Unit Tests and Documentation.