Working on OpenCL Monte Carlo Solver implementation
Further work on compilation using PyOpenCL for OpenCL MonteCarlo Solver
Should be all the code needed to compile the Kernel. Now to actually generate the required Kernel and Host Code...
The host code generates and compiles. Now for the kernel code!
Kernel Code generation compiles and runs - doesn't seem to be doing much. Needs to be debugged!
More work on OpenCL execution. Not currently using PyOpenCL to compile, anymore.
Adding OpenCL test script. Also, adding backups to ignore list
Necessary changes to OpenCL MC Solver to build from source (sigh). Also, lot's of bug fixes
Fixing a rather subtle bug in how the 95% confidence interval is calculated
More work on OpenCL solver. Simple Underlying and Option Evaluation now works. Now for some more complex underlyings.
Started working on Black-Scholes and Heston underlyings. Black-Scholes sorts of works - need to get global_id working properly though. Quite possibly broken other implementations.
Oops, forgot about that last little debugging hook.
OpenCL code generation now seems to work! For CPUs, at least - embarrassingly faster than my Pthreads version.
Back to using offline compilation with PyOpenCL, maintaining the paradigm of separating generation, compilation and execution. Also fixed a few bugs.
Making rest of option C code compliant with new Struct naming convention. Also fixed something weird with symbolic links.
Started working on the scripts.
Merge branch 'wip/opencl'. Various conflict addressed. All seems well.