The Xcelerit SDK is a software toolkit to boost the performance of compute-intensive applications while preserving programmers productivity.
From a simple sequential source code – free from any parallel constructs, low-level compiler directives, etc. – the Xcelerit SDK can generate highly optimised code for a variety of target processors. These include multi-core CPUs, GPUs, and combinations of these in a grid. The programming interface is intuitive and suitable for many classes of algorithms, e.g. Monte-Carlo, Finite-difference, or Lattice-based methods.
The Xcelerit SDK is targeted at Quants performing heavy computations with the need of a flexible in-house solution. Users can focus on the core of their algorithm and the problem at hand, and yet they can generate high-performance programs.
- Speed: dramatically increase performance of derivatives pricing and risk management applications
- Productivity: easily program for high-performance hardware
- Cost Reduction: Massively reduce software development and maintenance time, and cut IT infrastructure costs
- Easily integrates with existing code and libraries
- Portable: single source code runs on all supported hardware
- Future-proof: adapts to hardware evolution without further code changes
Add-on: Xcelerit Quant
Xcelerit Quant is an extension to the Xcelerit SDK targeted at Quantitative Finance. It comes with a base financial library of optimised statistics functions, market data adaptors and a number of interfaces for commonly used software packages (e.g. MATLAB, Excel).
Mathematicians can generate highly efficient applications from a simple sequential source code written in C++, Java or C#.