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A Belgian financial software company

Engineering grid computing for financial risk and compliance

Windows and Linux

grid platforms

All milestones

successfully met

Long-term

offshore team retained

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A Belgian financial software company serving financial-services firms needed expert C++ engineering for modelling, trading and risk-management software that used grid computing to solve demanding risk and compliance problems.

Challenge

01

The project required expert C++ skills in template metaprogramming, design patterns and Boost.

02

Server-side computation had to operate across Windows NT and Linux grid nodes.

03

An Excel-based client needed to connect to the distributed grid and present calculation results clearly.

Solution

Implemented server-side grid daemons and a C++ client integrating Microsoft Excel with distributed financial calculations over SOAP.

Tech:

C++VB.NETVBASOAPLinuxWindowsQuantLib

How we worked

01

Wrapped the client’s command-line application into daemon processes running on each grid node.

02

Implemented compatible server-side operation across Windows and Linux.

03

Instantiated Microsoft Excel Visual Basic objects inside a Visual C++ .NET application.

04

Used SOAP communication and participated in designing the Excel-based result interface.

Result

Met every project milestone and delivered traceable quality through Agile, iterative development.

Reduced costs compared with estimated onshore development.

Established a continuing offshore team for application extension and maintenance.

Industry

Finance & Insurance

Services

Custom Development System Integration

Technologies

C++VB.NETVBASOAPLinuxWindowsQuantLib

Business Impact

Risk ComputingCost EfficiencyScalable Analytics

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