White Paper: Parallelising QuantLib using Map-Reduce for HFT and quant development purposes
White Paper: Parallelising QuantLib using Map-Reduce for HFT and quant development purposes Although Map Reduce technologies are normally associated with “big data” they can also be used to simply but effectively parallelise QuantLib so that it runs on grid or cloud infrastructures. Attached is a link to a short white paper which describes more the …
