Module net.finmath.opencl

Package net.finmath.opencl.montecarlo

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.
RandomVariableOpenCLFactory	RandomVariableFactory creating CUDA random variables (object implementing RandomVariable running on Cuda).