Please find here a CUDA based program (upgraded for CUDA 3.x and 4.0) to price and calibrate a piecewise constant time dependent Heston model based on the QuantLib 1.0. The example code is in test-suite/hestonmodel.cpp. Some implementation details are outlined in the following paper, A. Bernemann, R. Schreyer, K. Spanderen: Accelerating Exotic Option Pricing and Model Calibration Using GPUs.
HPC-QuantLib 