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Pricing and risk analysis for today's structured equity products is computationally more and more demanding and time consuming. GPUs offer the possibility to significantly increase computing performance even at reduced costs. We applied this technology to replace a large amount of our CPU based computing grid by hybrid GPU/CPU pricing engines. One GPU based… (More)
We present the novel level of detail interface based on the marriage of level of detail geometry and an adaptable user interface. Level of detail interfaces allow applications to paramaterize their display of data and interface widgets with respect to distance from the camera, to best take advantage of diminished screen space in a 3D environment.