Computational Finance

Aon Benfield Pathwise™

Description:

Specialized platform for real-time hedging, valuation, pricing and risk management

Features:

Spreadsheet-like modeling interfaces, Python-based scripting environment and Grid middleware

Multi GPU support:

Yes

Altimesh’s Hybridizer C#

Description:

Multi-target C# framework for data parallel computing.

Features:

C# with translation to GPU or Multi-Core Xeon

Multi GPU support:

Yes

Elsen Accelerated Computing Engine ™

Description:

Secure, accessible, and accelerated back-testing, scenario analysis, risk analytics and real-time trading designed for easy integration and rapid development.

Features:

Web-like API with Native bindings for Python, R, Scala, C. Custom models and data streams are easy to add

Multi GPU support:

Yes

Global Valuation Esther

Description:

In-memory risk analytics system for OTC portfolios with a particular focus on XVA metrics and balance sheet simulations.

Features:

High quality models not admitting closed form solutions, efficient solvers based on full matrix linear algebra powered by GPUs and Monte Carlo algorithms.

Multi GPU support:

Yes

Hanweck Associates

Description:

Real-time options analytical engine (Volera)

Features:

Real-time options analytics engine

Multi GPU support:

Yes

MiAccLib 2.0.1

Description:

Accelerated libraries which encompasses high speed multi-algorithm search engines, data security engine and also video analytics engines for text processing, encryption/decryption and video surveillance respectively.

Features:

Text Processing : Exact Match, Approximate\Similarity Text, Wild Card, MultiKeyword and MultiColumnMultiKeyword, etc Data Security: Accelerated Encryption/Description for AES-128 Vide Analytics: Accelerated Intrusion Detection Algorithm

Multi GPU support:

Yes

MISYS Global Risk

Description:

Regulatory compliance and enterprise wide risk transparency package

Features:

Risk analytics

Multi GPU support:

Yes

Murex MACS Analytics Library

Description:

Analytics library for modeling valuation and risk for derivatives across multiple asset classes

Features:

Market standard models for all asset classes paired with the most efficient resolution methods (Monte Carlo simulations and Partial Differential Equations)

Multi GPU support:

Yes

Numerical Algorithms Group (NAG)

Description:

Random number generators, Brownian bridges, and PDE solvers

Features:

Monte Carlo and PDE solvers

Multi GPU support:

Single only

QuantAlea’s Alea.cuBase F#

Description:

F# package enabling a growing set of F# capability to run on a GPU

Features:

F# for GPU accelerators

Multi GPU support:

Yes

RMS

Description:

Catastrophic risk modeling for FSI (earthquakes, hurricanes, terrorism, infectuous diseases)

Features:

Risk analytics

Multi GPU support:

Yes

SciComp, Inc

Description:

Derivative pricing (SciFinance)

Features:

Monte Carlo and PDE pricing models

Multi GPU support:

Single only

SunGard- Adaptiv Analytics

Description:

A flexible and extensible engine for fast calculations of a wide variety of pricing and risk measures on a broad range of asset classes and derivatives.

Features:

Existing models code in C# supported transparently, with minimal code changes, Supports multiple backends including CUDA and OpenCL, Switches transparently between multiple GPUs and CPUS depending on the deal support and load factors.

Multi GPU support:

Yes

Synerscope- Synerscope Data Visualization

Description:

Visual big data exploration and insight tools

Features:

Graphical exploration of large network datasets including geo-spatial and temporal components.

Multi GPU support:

Single only

Tanay ZX Lib (Fuzzy Logic)

Description:

Financial analytics and data mining library

Features:

Monte Carlo simulations, pricing of vanilla and exotic options, fixed income analytics, data mining.

Multi GPU support:

Yes

Xcelerit SDK

Description:

Software Development Kit (SDK) to boost the performance of Financial applications (e.g. Monte-Carlo, Finite-difference) with minimum changes to existing code.

Features:

C++ programming language, cross-platform (back-end generates CUDA and optimized CPU code), supports Windows and Linux operating systems.

Multi GPU support:

Yes