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In this case study we will examine how to take QuantLib, an open-source library and increase its performance by replacing calls to certain subroutines with calls to IP on an FPGA. We will examine what is required to implement the connection between QuantLib and the FPGA, observe the actual overhead when running many calls to the FPGA, and replicate situations that are indicative of actual uses of the QuantLib library that one would find in use in the real-world...
