Profit and Loss Modeling on GPUs with ISO C++ Language Parallelism
Unlocking Profit and Loss Modeling on GPUs with ISO C++ Language Parallelism Summary Profit and loss modeling is a critical component of quantitative finance, requiring the simulation of numerous scenarios to understand potential outcomes. This article explores how using ISO C++ language parallelism can significantly enhance the performance of profit and loss modeling on GPUs. By leveraging standard language parallelism, developers can write code that is both concise and portable, capable of running on GPUs and multicore CPUs without additional APIs....