SciComp is a leading provider of scientific computing solutions to the financial markets. Driven by customer needs in a constantly evolving marketplace, SciComp provides unique software solutions, products, expertise, and support services for the pricing and risk management of derivative instruments.
SciFinance is a code synthesis product for building derivatives pricing and risk models. SciFinance automatically produces C/C++ pricing model source code from concise, keyword-rich pricing model specifications. SciFinance supports the modeling of any derivative instrument that can be valued using PDE or Monte Carlo techniques.
NVIDIA GPU-enabled parallel code executes critical sections of the pricing model source code on the graphics card, taking advantage of its highly parallel architecture. By simply adding the keyword "CUDA" to a model specification, SciFinance synthesizes GPU-enabled codes that demonstrate astounding accelerations: 30X-220X faster than serial codes on a standard PC. One PC equipped with several inexpensive NVIDIA GPU cards can replace many racks of blades with a single box, with commensurate reduction in both footprint and energy consumption.
For more information http://www.scicomp.com/parallel_computing/GPU_OpenMP