Our R&D team works on two different technologies, allowing best performances for specific quantitative pricers. The essential mix of IT, quants and analysts is the key element of success for providing accelerate pricers on:
IRIS offers unique GPU-based pricer for linear products, and also closed-formula pricing based models (i.e. Black and Scholes model)
Please read our white paper on GPU-based accelerated pricers : GMS – White Paper – Collateral Optimization and Funding and request a demo on this.
- Intel MIC based architecture
With a dedicated INTEL partnership, Global Market Solutions invested subsequent efforts into the design of pricers fitting the hardware of INTEL Xeon Phi co-processors. Additionally to that, IRIS is today the single financial software solution tested on the HEXAPHI server. This unique server, hosting up to 7 INTEL Xeon Phi cards, and designed by 2CRSI, represents today the new super-computer generation, offering a core density of up to 421 physical cores on a 2U-server.
More technical details can be provided on request.
Global Market Solutions proposes challenging HPC PoC to its customers so direct benefit of this technology can be assessed within a couple of weeks and under competitive budget.