Deploying a Pricing Engine

So far we have deployed HTC-Grid and explored how to submit tasks using the example application. In this section we will deploy a Pricing Engine using QuantLib a free open source library for quantitative finance.

We will first understand how the worker is constructed and deploy a worker to HTC-Grid. Then we will construct and configure our client application and submit a few task to simulate portfolio pricing (A few models for European and American Options).

Let’s begin !