An option value calculator add-in, which demonstrates the use of CUDA and a GPU to speed up performance

Overview

This add-in contains a calculator for calculating the value of a complex option. It uses CUDA code, executed on the GPU (Graphical Processing Unit), to speed up performance.

Building the sample

This sample requires the Nvidia GPU toolkit in order to be built. See the topic CUDA sample in the User Guide for instructions.

Classes and functions used

CXlRuntimeException | CXlOper | CXlOper::Ret

Sample project

Each sample project is located in a sub-directory of the Samples directory of the XLL+ installation. To use the sample project, open the solution file AvgOptCuda.sln or the project file AvgOptCuda.vcproj.

You can enable debugging under Excel by using the Setup Debugging command in the XLL+ ToolWindow.

When delivered, the help files are excluded from the build. You can enable the help build by selecting the files AvgOptCuda.help.xml and AvgOptCuda.chm in the Solution Explorer, and using the right-click menu to view Properties. Select the page "Configuration Properties/General" and set the "Excluded from build" property to "No". See Generating help in the User Guide for more information.

See Also

List of Sample Projects | CUDA (User Guide) | CUDA sample project (User Guide)