Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Two-QuantLib-routines-made-available-in-a-grid-computing-environment-tp5737p5738.html
Hi Francesca,
On Fri, 2008-02-29 at 06:30 -0800, Francesca Mariani wrote:
> 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.
Interesting. Is the paper above only available as a web page, or do you
have a printable version? Also, do you have a bibliographic reference we
can add to the QuantLib site?
> 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?
I guess there is. The question is how much the existing code should be
modified to fit in a grid environment, and how much this would affect
its use in a single-threaded program (I think the latter is still more
relevant, since for most purposes it is enough---and much easier---to
spawn multiple processes rather than threads.)
Another question: from the page you mention above, I seem to understand
that QuantLib was not modified at all---which makes me think that the
exported functionality was made available on the grid, but was not made
multi-threaded itself. Is this correct?
Luigi
--
Green's Law of Debate:
Anything is possible if you don't know what you're talking about.
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