Practical experiences on the gridification of financial applications

  • Authors:

  • Eduardo Javier Huerta Yero;Fabiano de Oliveira Lucchese

  • Affiliations:

  • Faculty of Campo Limpo Paulista (FACCAMP), Campo Limpo Paulista, Brazil;State University of Campinas (UNICAMP), Campinas, Brazil

  • Venue:
  • Proceedings of the fourth workshop on High performance computational finance
  • Year:
  • 2011

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Abstract

Although grid technologies have been embraced by academia and industry as a viable solution to build integrated systems out of heterogeneous resources, a number of challenges still hamper their widespread acceptance and use. One particular challenge has proven difficult to overcome: the transition of legacy code into grid environments. The ability to adapt legacy applications to benefit from grid resources is vital to the success of grid technologies, since re-writing them is not a practical solution in many settings. Financial institutions are perhaps the most clear case, since they use complex, sensitive and resource-demanding software that can greatly benefit from grid technologies but cannot afford to be significantly re-written. This paper describes the efforts conducted to modify legacy financial applications to be executed under a commercial grid middleware named Sparsi Maestro. We describe the steps involved in the transition of a legacy application into the grid environment and present two examples of actual financial applications that have undergone that process.