[inria-00387324, v2] A financial engineering benchmark for performance analysis of grid middlewares

INSTITUTNATIONALDERECHERCHEENINFORMATIQUEETENAUTOMATIQUEA financial engineering benchmark for performanceanalysis of grid middlewaresVietDungDoan —AbhijeetGaikwad—MireilleBossy—FrançoiseBaude—FrédéricAbergelN°365Version2-June2009ThèmesCOMetNUMapport technique inria-00387324, version 2 - 18 Jun 2009ISSN0249 0803 ISRNINRIA/RT 365 FR+ENGinria-00387324, version 2 - 18 Jun 2009theocumarisosedPbdecomplextraleaCenresultEcoleerifyrSystèmeslauxaAppliquéestheMathématiquescomparabledeareoratoireendorsLabandareareI3Scomputational-middlewCNRSidealeNiceofealuatedmiddlewersitéaUnivneolisevtiptionedAnbSophiaproblemsINRIAevthepricingalgorithms.fordata,algorithmsgridArnancialsevengineeringvbsomeencdevhmarksforcriticalpconerformanceisanalysishmarkofthegridosedmiddlewotharestheVietThisDungardsDoanarenoand,middlewAbhijeetareGaikwgadtooseal,pMireilylebBossyandpropp,theFinrançoiseelopBaudeoftothese,theFalsorédéricnanceAbhniquesergelFyrThèmes,COMgrietsolutionsNUMiteSystèmesselectcommtunicannancialtstecantwithSystèmesdemandnrequests.umériquesri-ProrepjetspresenOasisbandtoTquanoscaofRapperheadortyteconhniquethroughputnand°times365gridhVto-ersionduc2a-endenJunerepro2009pof30ThepageencstAbstract:anPricingidandresphedgingsofthigherects ...