DocumentCode :
1184639
Title :
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
Link To Document :
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