The Cuda Risk Simulation & Trading Analytic Library is a quantitative framework for Counterparty risk and xVA's using nvidia's cuda framework. An interactive widget set is also provided as a jupyter notebook extension.
To install use pip:
$ pip install crstal
$ jupyter nbextension enable --py --sys-prefix crstal
For a development installation (requires npm),
$ git clone https://github.com/sylam/crstal.git
$ cd crstal
$ pip install -e .
$ jupyter nbextension install --py --symlink --user crstal
$ jupyter nbextension enable --py --user crstal