C# Example Projects for GPU.NET

Project Descriptions

• BlackScholes.Cli

  Generates random option data, then computes the call/put option prices on the GPU using the Black-Scholes model.

• BlackScholes.WinForms

  The same kernels demonstrated in BlackScholes, but wrapped in a WinForms GUI which uses BackgroundWorker instances to keep the GUI responsive while running the calculations in the background.

• LinearAlgebra.Library

  Demonstrates GPU-based implementations of basic vector/matrix operations.

• OptionPricing.Cli

  A simple console project which consumes the accelerated OptionPricing.Library project.

• OptionPricing.Library

Demonstrates GPU-based option-valuation techniques. Includes an implemenation of a Monte Carlo-based pricing engine for Asian options.

• OptionPricing.ServiceApp

A WCF Service Application which exposes the service from the OptionPricing.ServiceLibrary project.

• OptionPricing.ServiceLibrary

A WCF Service Library which wraps the OptionPricing.Library project to expose it through a web service.

• Reduction.Cli

  Demonstrates the use of the [SharedMemory] attribute by summing an array of integer values on the GPU.

• UnitTesting.Test

  Demonstrates how GPU.NET-accelerated code can be unit-tested like any other .NET code by implementing some simple unit tests within a Visual Studio / MSTest project.

Questions? Ideas for new examples?

Please contact us if you have any questions about the example projects or ideas for new example projects!