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Vitis Quantitative Finance Library
2022.1

Library Overview

  • Requirements
  • License
  • Trademark Notice
  • Release Note

User Guide

  • Pricing Models and Numerical Methods
  • L1 Module User Guide
  • L2 Kernel User Guide
    • Pricing Engine Overview
    • Pricing Engine Kernel Design
    • Pricing Engine Kernel APIs
    • Other Engine Kernel Design
      • Internal Design of Markov Chain Monte Carlo
  • L3 Overlay User Guide

Benchmark

  • Benchmark
Vitis Quantitative Finance Library
  • »
  • L2 Kernel User Guide »
  • Other Engine Kernel Design

Other Engine Kernel Design¶

  • Internal Design of Markov Chain Monte Carlo
    • Overview
    • The Engine (pop_mcmc.h)
    • Resource Utilization
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