Library for parallel computaion of derivatives properties

Project description

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

• MPI

• OpenMP

• 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.

Project details

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