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.
Index Terms:
Clustertech parallel environment, Financial engineering, Parallel computing, CPE architecture, Monte Carlo simulation, Finite-difference calculation
Citation:
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, "CPE: A Parallel Library for Financial Engineering Applications," Computer, vol. 38, no. 10, pp. 70-77, Oct. 2005, doi:10.1109/MC.2005.337