Package net.finmath.montecarlo.cuda

Provides Cuda implementations of RandomVariable and RandomVariableFactory.

See: Description

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

Package net.finmath.montecarlo.cuda Description

Provides Cuda implementations of RandomVariable and RandomVariableFactory.

Author:

Christian Fries