Two QuantLib routines made available in a grid computing environment

Posted by Francesca Mariani on
URL: http://quantlib.414.s1.nabble.com/Two-QuantLib-routines-made-available-in-a-grid-computing-environment-tp5737.html

Grid computing is becoming important in the financial industry. Symphony is a middleware environment to distribute loads on a computing grid. The QuantLib routines: Black and Scholes formula and Monte Carlo engine have been made available in the Symphony environment through the applications bs_symphony and mc_symphony that are available in the website: http://www.ceri.uniroma1.it/ceri/zirilli/w2. We ask the opinions of the blog users to the following question: there is a real interest in making available QuantLib or some other mathematical finance software in a grid computing environment?