CPE: a parallel library for financial engineering applications

Author

Leong, Monk-Ping ; Cheung, Chi-Chiu ; Cheung, Chin-Wang ; Wan, Polly P M ; Leung, Kwong-Sak ; Yeung, Winnie M M ; Yuen, Wing-Seung ; Chow, Kenneth S K ; Kwong-Sak Leung ; Leong, Philip H W

Volume

38

Issue

10

fYear

2005

Firstpage

70

Lastpage

77

Abstract

The Clustertech parallel environment is an object-oriented C++ library that uses abstractions to simplify parallel programming for financial engineering applications. The message passing interface ensures CPE´s portability and performance over a wide range of parallel cluster and symmetric multiprocessing machines.

Keywords

C++ language; financial data processing; message passing; object-oriented programming; parallel programming; software libraries; Clustertech parallel environment; financial engineering application; message passing interface; multiprocessing machines; object-oriented C++ library; parallel cluster; parallel library; parallel programming; Application software; Communication system control; Concurrent computing; Databases; Message passing; Parallel programming; Partial differential equations; Software libraries; Transportation; XML; CPE architecture; Clustertech parallel environment; Financial engineering; Finite-difference calculation; Monte Carlo simulation; Parallel computing;

fLanguage

English

Journal_Title

Computer

Publisher

ieee

ISSN

0018-9162

Type

jour

DOI

10.1109/MC.2005.337

Filename

1516061