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<?xml version="1.0" encoding="UTF-8"?>
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<!DOCTYPE entry SYSTEM "SamplesInfo.dtd">
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<entry>
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<name>BlackScholes</name>
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<cflags>
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<flag>-maxrregcount=16</flag>
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</cflags>
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<cuda_api_list>
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<toolkit>cudaMalloc</toolkit>
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<toolkit>cudaDeviceSynchronize</toolkit>
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<toolkit>cudaMemcpy</toolkit>
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<toolkit>cudaFree</toolkit>
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</cuda_api_list>
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<description><![CDATA[This sample evaluates fair call and put prices for a given set of European options by Black-Scholes formula.]]></description>
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<devicecompilation>whole</devicecompilation>
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<includepaths>
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<path>./</path>
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<path>../</path>
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<path>../../../Common</path>
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</includepaths>
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<keyconcepts>
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<concept level="basic">Computational Finance</concept>
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</keyconcepts>
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<keywords>
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<keyword>CUDA</keyword>
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<keyword>Computational Finance</keyword>
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<keyword>option pricing</keyword>
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<keyword>Black-Scholes</keyword>
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</keywords>
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<libraries>
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</libraries>
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<librarypaths>
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</librarypaths>
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<nsight_eclipse>true</nsight_eclipse>
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<primary_file>BlackScholes.cu</primary_file>
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<scopes>
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<scope>1:CUDA Basic Topics</scope>
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<scope>3:Computational Finance</scope>
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</scopes>
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<sm-arch>sm35</sm-arch>
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<sm-arch>sm37</sm-arch>
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<sm-arch>sm50</sm-arch>
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<sm-arch>sm52</sm-arch>
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<sm-arch>sm53</sm-arch>
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<sm-arch>sm60</sm-arch>
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<sm-arch>sm61</sm-arch>
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<sm-arch>sm70</sm-arch>
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<sm-arch>sm72</sm-arch>
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<sm-arch>sm75</sm-arch>
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<sm-arch>sm80</sm-arch>
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<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>
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<env>
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<arch>x86_64</arch>
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<platform>linux</platform>
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</env>
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<env>
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<platform>windows7</platform>
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</env>
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<env>
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<arch>x86_64</arch>
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<platform>macosx</platform>
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</env>
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<env>
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<arch>arm</arch>
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</env>
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<env>
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<arch>sbsa</arch>
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</env>
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<env>
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<arch>ppc64le</arch>
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<platform>linux</platform>
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</env>
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</supported_envs>
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<supported_sm_architectures>
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<include>all</include>
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</supported_sm_architectures>
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<title>Black-Scholes Option Pricing</title>
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<type>exe</type>
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<whitepaper>doc\BlackScholes.pdf</whitepaper>
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</entry>
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