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<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE entry SYSTEM "SamplesInfo.dtd">
<entry>
<name>MonteCarloMultiGPU</name>
<cuda_api_list>
<toolkit>cudaStreamDestroy</toolkit>
<toolkit>cudaMalloc</toolkit>
<toolkit>cudaFree</toolkit>
<toolkit>cudaMallocHost</toolkit>
<toolkit>cudaSetDevice</toolkit>
<toolkit>cudaEventSynchronize</toolkit>
<toolkit>cudaGetDeviceProperties</toolkit>
<toolkit>cudaDeviceSynchronize</toolkit>
<toolkit>cudaEventRecord</toolkit>
<toolkit>cudaFreeHost</toolkit>
<toolkit>cudaMemset</toolkit>
<toolkit>cudaStreamSynchronize</toolkit>
<toolkit>cudaEventDestroy</toolkit>
<toolkit>cudaMemcpyAsync</toolkit>
<toolkit>cudaStreamCreate</toolkit>
<toolkit>cudaGetDeviceCount</toolkit>
<toolkit>cudaEventCreate</toolkit>
</cuda_api_list>
<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>
<path>../../../Common</path>
</includepaths>
<keyconcepts>
<concept level="advanced">Random Number Generator</concept>
<concept level="advanced">Computational Finance</concept>
<concept level="advanced">CURAND Library</concept>
</keyconcepts>
<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>
<sm-arch>sm53</sm-arch>
<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>
<sm-arch>sm87</sm-arch>
<sm-arch>sm89</sm-arch>
<sm-arch>sm90</sm-arch>
<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>
<env>
<arch>sbsa</arch>
</env>
<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>
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