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Reduce execution time of the Monte Carlo simulation used by financial institutions to model valuations of derivatives and risk management by utilizing Cell's computational ability.
In the world of finance, every millisecond counts, so investment into ultra high-performance hardware has been increasing. However, hardware efficiency and streamlining of management costs have recently become issues.
Fixstars' strength is in Cell/B.E. programming utilizing our hardware and parallel processing knowhow, which can then be applied to provide Cell solutions in the financial engineering field.
Accelerated the Mitsubishi Research Institute Inventory's Data Monitoring for Asset-based Lending System
Accelerated the Mizuho Securities Derivatives System [Case Study]
Reduced Execution Time
Execution times for identical programs on Intel® CPUs take dozens of times longer than on Cell/B.E.
Reduced Hardware Costs
Hardware costs and operation costs (data center, electricity, and maintenance bills) can be reduced to 1/7 to 1/10 of existing costs.
Middleware
Fixstars owns the cluster framework of multiple Cell/B.E. servers that run Monte Carlo simulations used in making calculations such as for derivatives.
Application Development Technology
Algorithm porting is made easy with Fixstars middleware. The engineering team with knowledge and experience in both financial engineering and Cell/B.E. programming is capable of quickly implementing original algorithms.
Accelerating the Monte Carlo Simulation using Cell/B.E.
Monte Carlo Pricing of Swaptions Using LFM
What is Installation Package
This package is an all-in-one package of evaluation of Cell/B.E. performance and cost-reduction.
Source codes and algorithms are ported to Cell/B.E. processor based PC workstation and the astonishing Cell/B.E. performance is readily available without Large scale systems.
What we need from you
Program or algorithm to be ported
*It is available to profile exsisting system to identify a specific part for porting.
Package content
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Lenovo ThinkStation S10 CPU : Intel® Core™2 Duo 3GHz Memory : 4GB *Not including display. |
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Any further questions regarding this package
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It is difficult to know whether your programs or algorithms would be well suited for Cell/B.E. until they have been actually ported to Cell/B.E.
Fixstars is holding a "Free Profiling Service" which offers code profiling on Cell/B.E. for free.
This is a performance measurement service to experience Cell/B.E. computational performance with your code. Please take this opportunity to try Cell/B.E.
*After your programs or algorithms are assessed for porting, this service will be offered. |
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Cell/B.E. is readily available without overhead costs The profiling will port a part of the source code to Cell/B.E. and there will be no hardware or development charges for this profiling. Also, by utilizing Fixstars' extensive Cell/B.E. software development knowledge and experience, we can quickly provide accurate estimations on the improvements in processing speed gained through the implementation of this porting process.
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Cell Broadband Engine Total Solution Company Fixstars
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