NPAC Technical Report SCCS-403
An Interactive Visualization Environment for Financial Modeling on Heterogeneous Computing Systems
G Cheng, K Mills, G Fox
Submitted December 01 1992
Abstract
Financial modeling represents a promising industry application of high
performance computing. In previous work, parallel stock option pricing
models were developed for the Connection Machine-2 and DECmpp-12000.
These parallel model run approximately two orders of magnitude faster
than sequential models on high-speed workstations. To further develop
this application, a portable, workstation based, interactive visualization
environment was developed for a heterogeneous computing environment.
Application Visualization System (AVS) was used to integrate massively
parallel processing, workstation based visualization, an interactive
system control, and distributed I/O modules. A preliminary performance
analysis of this distributed model is discussed.