basiccpuenvironment.hpp

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/*
 Copyright (C) 2023 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file qle/math/basiccpuenvironment.hpp
    \brief basic compute env implementation using the cpu
*/
 
#pragma once
 
#include <qle/math/computeenvironment.hpp>
 
#include <map>
 
namespace QuantExt {
 
class BasicCpuFramework : public ComputeFramework {
public:
    BasicCpuFramework();
    ~BasicCpuFramework() override final;
    std::set<std::string> getAvailableDevices() const override final;
    ComputeContext* getContext(const std::string& deviceName) override final;
 
private:
    std::map<std::string, ComputeContext*> contexts_;
};
 
} // namespace QuantExt