Frequently Asked Questions

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The nZetta toolkit is available for both Windows and Linux. It is available for x86 processors and NVIDIA GPUs. For other processors and GPUs, please contact us for availability.

The nZetta toolkit is provided as a fat binary. This allows it to fully utilize whatever hardware is available whether it be older SSE2-only processors, AVX2-supporting processors or the fastest AVX512-compliant processors. It is possible to restrict the range of instruction types used for benchmarking.

The nZetta toolkit is a drop-in toolkit to provide the fastest high-performance components for the standard mathematical operations used in quant pricing such as PDE solvers and Monte Carlo. It is not a pricing library and does not supply e.g., rates curves or calibration.

Currently, the nZetta toolkit is available in C++17. A Python interface will be available shortly.