Binomial Options Model

Overview

Product Description

Demonstrating the acceleration of the Cox, Ross and Rubenstein Binomial options pricing model using SDAccel and Xilinx Alveo against multi-threaded CPU.  Shows how to use simple but powerful optimization techniques to achieve significant acceleration. 


Solution Components

  1. Host and Kernal code supporting configurable parameters for valuation of option chain.
  2. Step by step optimizations demonstrated in code.

Accelerator Card Support