Re: Two QuantLib routines made available in a grid computing environment
Posted by
Young Yoon on
URL: http://quantlib.414.s1.nabble.com/Two-QuantLib-routines-made-available-in-a-grid-computing-environment-tp5737p5739.html
Hi Luigi,
It is not necessary to modify QuantLib sub-routines. You can invoke the sub-routines in <a href="http://en.wikipedia.org/wiki/Symphony_Developer_Edition>Symphony service that can be deployed across many processors in SOA computational grid. Symphony client decomposes financial data and sends them over to the services in the grid for parallel computation.
As for the multi-threads on the service, you can use any programming tools, e.g., POSIX, openMP, to make your service multi-threaded and increase the performance gain even more.
You can find more details about gridifying your financial application at
Symphony Developer Edition user/developer community
- Young (yyoon@platform.com)