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这个项目试图将QuantLib和SGE共同提高财务计算性能

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This project tries to bind the QuantLib and SGE together to improve the performance of Financial Computing. Finance is an area where well-written open-source projects could make a tremendous difference,and most computings of the quantitative finance are time sensitive.In this project,our goal is to make QuantLib usable in grid/parallel computing environment in order to get a higher speedup and a more accurate result of the financial computing. The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. Sun Grid Engine software is the world"s leading - and most widely deployed - distributed resource manager.It is an open source community effort to facilitate the adoption of distributed computing solutions.

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EquityOption
EO
EO.py
README
EO.sh
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