An option value calculator add-in, which demonstrates the use of CUDA and a GPU to speed up performance
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.
This sample requires the Nvidia GPU toolkit in order to be built. See the topic CUDA sample in the User Guide for instructions.
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
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.