Financial Acceleration

With 10 TFLOPS of IEEE 754 floating point operations, Intel® Stratix® 10 devices are a good fit for portfolio risk management workloads. FPGA’s also excel at Monte Carlo simulations, with excellent pipelining capabilities that can deliver one result per clock for a long formula.

High-end FPGAs play a key role in the infrastructure deployed in banks, exchanges, hedge funds, and similar data warehouses by delivering ultra-low latency, 10G TCP/IP offload Engine (TOE), PCI Express* (PCIe*) interfacing, high performance per watt for data analytics and algorithmic acceleration.

By partnering with key vendors within the financial acceleration ecosystem, Intel leverages our core technology for specific applications. These partnerships enable end customers to achieve a comprehensive, high end, tailored solution that ensures a fast time to market and drives business growth.

Case Study: Multi-Asset Barrier Option Pricing

A multi-asset barrier option is based on two or more underlying assets. The barrier is set based on the underlying prices. The barrier option triggers when the underlying prices reach designated trigger points at the same time. The calculations required are mathematically complex, and they lack a closed form solution. Monte Carlo simulations can provide a solution. These simulations require a high quality random number generator (RNG) and billions of simulations. FPGAs provide a complex control flow, and pipelining to accelerate calculations.

Certified Board Partners

BittWare designs FPGA solutions based exclusively on the latest technology from Intel using industry-standard form factors including PCIe. These products address the challenges of developing financial applications, providing ultra-low latency, high bandwidth, and maximum performance per watt. A scalable architecture enables “FPGA farm” implementations and provides support for future technology insertion and upgrades. BittWare supports a broad range of validated intellectual property (IP) for financial applications, including TOE, feed handling, and financial acceleration. For customers looking for an OpenCLTM programming environment, BittWare, a member of Intel's Preferred Board Partner Program for OpenCL, offers their OpenCL Developer's Bundle complete with a Arria® 10-based half-height, half-length PCIe board. For more information on BittWare and its innovative FPGA commercial off-the-shelf (COTS) solutions, visit www.bittware.com.
Nallatech designs and manufactures FPGA acceleration solutions for high-performance co-processing and low-latency network processing. Nallatech’s products include OpenCL-compatible accelerator cards with Intel® Arria 10 FPGAs. By combining the OpenCL programming model with Intel’s massively parallel FPGA architecture, these cards enable dramatic acceleration of compute-intensive applications while reducing power consumption and total cost of ownership. Nallatech’s FPGA accelerator cards are also qualified by leading vendors’ high-density server/blade platforms, ready to deploy with pre-integrated software and IP. For more information visit  embedded-software-developers/opencl/overview or watch our video.
GiDEL is one of the market leaders in providing innovative COTS and application-specific solutions for high-performance, real-time signal processing and I/O applications. For over 15 years, GiDEL’s cutting edge reconfigurable products have addressed OEM needs from prototype to production and span a variety of industry standard platforms, including Short PCI, Full size PCI, PCI Express, PCIe-104 , Mezzanine, Modified COTS and Low profile PCIe. For more information on GiDEL’s FPGA solutions, visit www.gidel.com
ReFLEX CES has expertise in designing high density FPGA boards and robust systems. ReFLEX CES provides design services for customized turnkey embedded systems and is recognized for development of high-speed applications, analog and hardened systems. ReFLEX CES addresses a wide range of applications in the areas of defense, aerospace, telecommunications, Big Data, finance, vision, medical and industry. For more information, visit http://www.reflexces.com

 

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