OpenCL: Single-Precision Financial Analysis Results
|Workstation||311.50||Catalyst Pro 9.003.3.3|
|Gaming||314.22||Catalyst 13.3 Beta 3Catalyst 13.5 Beta 2 (Radeon HD 7990)|
Single-Precision Financial Analysis
Financial analysis is a very good fit for graphics cards and parallel processing. The workstation cards do lag behind the consumer cards, but entrusting important calculations like these to a card without ECC RAM is risky. Consequently, this is really the time for solutions like AMD's FirePro W9000, built with general-purpose computing in mind rather than pushing out as many polygons as possible. Indeed, financial analysis is one of the professional workloads where these cards shine.
When we use single-precision math, five AMD cards lead the field, followed by the GeForce GTX Titan and 690. The FirePro W7000 even beats Nvidia's GeForce GTX 680. AMD's FirePro W9000 and W8000 might not be the strongest contenders in the graphics tests, but they post great performance numbers in this metric.
Binomial Option Pricing (FP32)
Monte Carlo Option Pricing (FP32)