资 源 简 介
This project tries to bind the QuantLib and SGE together to improve the performance of Financial Computing.
Finance is an area where well-written open-source projects could make a tremendous difference,and most computings of the quantitative finance are time sensitive.In this project,our goal is to make QuantLib usable in grid/parallel computing environment in order to get a higher speedup and a more accurate result of the financial computing.
The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.
Sun Grid Engine software is the world"s leading - and most widely deployed - distributed resource manager.It is an open source community effort to facilitate the adoption of distributed computing solutions.