CPE: A Parallel Library for Financial Engineering Applications

Authors:
Monk-Ping Leong;Chi-Chiu Cheung;Chin-Wang Cheung;Polly P. M. Wan;Ivan K. H. Leung;Winnie M. M. Yeung;Wing-Seung Yuen;Kenneth S. K. Chow;Kwong-Sak Leung;Philip H. W. Leong
Affiliations:
Cluster Technology Ltd.;Cluster Technology Ltd.;Cluster Technology Ltd.;Cluster Technology Ltd.;Cluster Technology Ltd.;Cluster Technology Ltd.;Cluster Technology Ltd.;Cluster Technology Ltd.;The Chinese University of Hong Kong;The Chinese University of Hong Kong
Venue:
Computer
Year:
2005

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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驴s portability and performance over a wide range of parallel cluster and symmetric multiprocessing machines.