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Lecture Notes in Computer Science
One of the main challenges when accelerating financial applications using reconfigurable hardware is the management of design complexity. This paper proposes a multi-level customisation framework for automatic generation of complex yet highly efficient curve based financial Monte Carlo simulators on reconfigurable hardware. By identifying multiple levels of functional specialisations and the optimal data format for the Monte Carlo simulation, we allow different levels of programmability in ourdoi:10.1007/978-3-642-28365-9_16 fatcat:2rtzraq7ijcerogrk2czeia7sq