This tutorial explains how to build ORE with GPGPU support on Windows.
This build is based upon the vanilla Posix build of ORE:
Building ORE on Posix Systems (e.g. MacOS and Linux)
With the differences noted below:
When you run cmake, add the flag -DORE_ENABLE_OPENCL=ON:
cmake .. -DORE_ENABLE_OPENCL=ON
Below are the commands to run the unit tests for the ORE GPGPU Framework:
cd $ORE_ROOT_DIR/build/QuantExt/test
./quantext-test-suite --log_level=message --run_test=QuantExtTestSuite/ComputeEnvironmentTest
Below is a UML Class Diagram for the ORE GPGPU Framework:
