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:
Extension modules and Swig
Grid applications with twisted
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.
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