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Xcelerit Software Box

Award-winning acceleration platform for multi-core CPUs, GPUs, and grids

Easily unlock the full processing power of many-core hardware to speedup compute-intensive applications in financial services, engineering, or research. The same source code runs on all supported processors. Enjoy a dramatic performance increase while cutting development and maintenance costs.

The Xcelerit software development platform consists of the Xcelerit SDK at its core and a number of domain-specific extension packages, e.g. Xcelerit Quant, an extension targeted at computational finance.

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Monte-Carlo Method White Paper

In this example, the Xcelerit platform is used to implement Monte-Carlo numerical methods for financial modeling. Specific examples for pricing derivatives are used. [Download]

Monte-Carlo White Paper

Xcelerit Platform White Paper

This white paper highlights the technology behind the Xcelerit platform that helps easily extract maximum performance out of multi-core CPUs, GPUs, and grids. [Download]

Xcelerit Platform White Paper Overview

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The Xcelerit toolkit allowed us to quickly asses the suitability of GPU hardware for exotic derivatives pricing. Within just a couple of days of integration we were able to demonstrate a dramatic performance gain.

Software Advisor - SuperDerivatives

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