Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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simd Directory Reference

Files

 beta_avx2.cpp
 AVX2 (256-bit, 4-wide) implementation of the beta batch kernel.
 
 beta_avx512.cpp
 AVX-512F (512-bit, 8-wide) implementation of the beta batch kernel.
 
 beta_scalar.cpp
 Scalar reference implementation of the beta batch kernel.
 
 gamma_avx2.cpp
 AVX2 (256-bit, 4-wide) implementation of the gamma batch kernel.
 
 gamma_avx512.cpp
 AVX-512F (512-bit, 8-wide) implementation of the gamma batch kernel.
 
 gamma_scalar.cpp
 Scalar reference implementation of the gamma batch kernel.
 
 simd_batch_detail.hpp
 Internal raw-double compute signatures for SIMD batch kernels.
 
 simd_dispatch.cpp
 Runtime dispatch: routes computeBetaBatch / computeGammaBatch to the widest available SIMD kernel at process start-up.