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Issue No. 10 - October (2005 vol. 38)
ISSN: 0018-9162
pp: 70-77
Monk-Ping Leong , Cluster Technology Ltd.
Polly P.M. Wan , Cluster Technology Ltd.
Ivan K.H. Leung , Cluster Technology Ltd.
Kwong-Sak Leung , The Chinese University of Hong Kong
Chi-Chiu Cheung , Cluster Technology Ltd.
Winnie M.M. Yeung , Cluster Technology Ltd.
Wing-Seung Yuen , Cluster Technology Ltd.
Philip H.W. Leong , The Chinese University of Hong Kong
Chin-Wang Cheung , Cluster Technology Ltd.
Kenneth S.K. Chow , Cluster Technology Ltd.
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.
Clustertech parallel environment, Financial engineering, Parallel computing, CPE architecture, Monte Carlo simulation, Finite-difference calculation
Monk-Ping Leong, Polly P.M. Wan, Ivan K.H. Leung, Kwong-Sak Leung, Chi-Chiu Cheung, Winnie M.M. Yeung, Wing-Seung Yuen, Philip H.W. Leong, Chin-Wang Cheung, Kenneth S.K. Chow, "CPE: A Parallel Library for Financial Engineering Applications", Computer, vol. 38, no. , pp. 70-77, October 2005, doi:10.1109/MC.2005.337
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