Re: D and GPGPU

[Laeeth Isharc via Digitalmars-d]

One interesting C++ use in finance of CUDA.  Joshi is porting 
quantlib, or at least part of it, to a cuda environment.  Some 
nice speed ups for Bermudan pricing.

http://sourceforge.net/projects/kooderive/
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1473563