Need tools to help with integration? Look no further than SciIntegrator.
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SciIntegrator's suite of tools automatically adds wrappers to any SciFinance-generated code to allow easier integration of pricing and risk models into trading and risk management systems, web sites and applications with no programming.
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SciFinance® automates pricing and risk model development
SciPDE™ and SciMC™ are the core SciFinance modules
SciGPU™ achieves blazing fast performance with CUDA and OpenMP
SciCalibrator™ provides pricing model calibration
SciIntegrator™ eases integration
Standalone customizable pricing and calibration tools.
Derivatives Pricing Models
A resource site with examples, documentation and more...
16 - 20 April 2012, Hotel Arts Barcelona
Software vendors and service providers ease GPU adoption
...this approach masks the complexity of parallel programming from the end user, leaving them free to define the characteristics of the pricing model that they want to run on GPUs.