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<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE entry SYSTEM "SamplesInfo.dtd">
<entry >
<name > MonteCarloMultiGPU</name>
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<cuda_api_list >
<toolkit > cudaStreamDestroy</toolkit>
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<toolkit > cudaMalloc</toolkit>
<toolkit > cudaFree</toolkit>
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<toolkit > cudaMallocHost</toolkit>
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<toolkit > cudaSetDevice</toolkit>
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<toolkit > cudaEventSynchronize</toolkit>
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<toolkit > cudaGetDeviceProperties</toolkit>
<toolkit > cudaDeviceSynchronize</toolkit>
<toolkit > cudaEventRecord</toolkit>
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<toolkit > cudaFreeHost</toolkit>
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<toolkit > cudaMemset</toolkit>
<toolkit > cudaStreamSynchronize</toolkit>
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<toolkit > cudaEventDestroy</toolkit>
<toolkit > cudaMemcpyAsync</toolkit>
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<toolkit > cudaStreamCreate</toolkit>
<toolkit > cudaGetDeviceCount</toolkit>
<toolkit > cudaEventCreate</toolkit>
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</cuda_api_list>
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<description > <![CDATA[This sample evaluates fair call price for a given set of European options using the Monte Carlo approach, taking advantage of all CUDA-capable GPUs installed in the system. This sample use double precision hardware if a GTX 200 class GPU is present. The sample also takes advantage of CUDA 4.0 capability to supporting using a single CPU thread to control multiple GPUs]]> </description>
<devicecompilation > whole</devicecompilation>
<includepaths >
<path > ./</path>
<path > ../</path>
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<path > ../../../Common</path>
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</includepaths>
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<keyconcepts >
<concept level= "advanced" > Random Number Generator</concept>
<concept level= "advanced" > Computational Finance</concept>
<concept level= "advanced" > CURAND Library</concept>
</keyconcepts>
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<keywords >
<keyword > CUDA</keyword>
<keyword > CURAND</keyword>
<keyword > Computational Finance</keyword>
<keyword > option pricing</keyword>
<keyword > Monte Carlo</keyword>
<keyword > multi-GPU support</keyword>
</keywords>
<libraries >
<library > curand</library>
</libraries>
<librarypaths >
</librarypaths>
<nsight_eclipse > true</nsight_eclipse>
<primary_file > MonteCarloMultiGPU.cpp</primary_file>
<required_dependencies >
<dependency > CURAND</dependency>
</required_dependencies>
<scopes >
<scope > 1:CUDA Advanced Topics</scope>
<scope > 1:Performance Strategies</scope>
<scope > 3:Computational Finance</scope>
</scopes>
<sm-arch > sm50</sm-arch>
<sm-arch > sm52</sm-arch>
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<sm-arch > sm53</sm-arch>
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<sm-arch > sm60</sm-arch>
<sm-arch > sm61</sm-arch>
<sm-arch > sm70</sm-arch>
<sm-arch > sm72</sm-arch>
<sm-arch > sm75</sm-arch>
<sm-arch > sm80</sm-arch>
<sm-arch > sm86</sm-arch>
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<sm-arch > sm87</sm-arch>
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<sm-arch > sm90</sm-arch>
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<supported_envs >
<env >
<arch > x86_64</arch>
<platform > linux</platform>
</env>
<env >
<platform > windows7</platform>
</env>
<env >
<arch > x86_64</arch>
<platform > macosx</platform>
</env>
<env >
<arch > arm</arch>
</env>
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<env >
<arch > sbsa</arch>
</env>
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<env >
<arch > ppc64le</arch>
<platform > linux</platform>
</env>
</supported_envs>
<supported_sm_architectures >
<include > all</include>
</supported_sm_architectures>
<title > Monte Carlo Option Pricing with Multi-GPU support</title>
<type > exe</type>
<whitepaper > doc\MonteCarlo.pdf</whitepaper>
</entry>
