Library for parallel computaion of derivatives properties
ctlib, for Continuous Trading, is a small project intended as a small test case.
Its goal is to integrate several technologies and to apply them in a single supercomputing application:
- Python scripting
- Extension modules and Swig
- Grid applications with twisted
- Multiplatform development.
The application computes the value of some derivatives (very few) using a client server paraigm with Twisted. You need both the server and the client to value derivatives.