Which C++ expertise is needed?
The project required expert C++ skills in template metaprogramming, design patterns and Boost.
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Case study · Finance & Insurance
Engineering grid computing for financial risk and compliance
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.
- Client context
- A Belgian financial software company
- grid platforms
- Windows and Linux
- successfully met
- All milestones
- offshore team retained
- Long-term
The situation
The business need and delivery constraints
The project required expert C++ skills in template metaprogramming, design patterns and Boost.
Server-side computation had to operate across Windows NT and Linux grid nodes.
An Excel-based client needed to connect to the distributed grid and present calculation results clearly.
Key Questions
What did this project need to address?
How will Windows and Linux nodes operate?
Server-side computation had to operate across Windows NT and Linux grid nodes.
How will Excel connect to distributed calculations?
An Excel-based client needed to connect to the distributed grid and present calculation results clearly.
The solution
The approach taken in this engagement
Implemented server-side grid daemons and a C++ client integrating Microsoft Excel with distributed financial calculations over SOAP.
How we worked
Engineering and collaboration in practice
01 · Delivery activity
Grid-node daemons
Wrapped the client’s command-line application into daemon processes running on each grid node.
02 · Delivery activity
Cross-platform operation
Implemented compatible server-side operation across Windows and Linux.
03 · Delivery activity
Excel integration
Instantiated Microsoft Excel Visual Basic objects inside a Visual C++ .NET application.
04 · Delivery activity
Communication and results
Used SOAP communication and participated in designing the Excel-based result interface.
Technology and delivery context
Technologies used in this project
C++VB.NETVBASOAPLinuxWindowsQuantLib
The result
What changed for the client
Delivered capability
Met every project milestone and delivered traceable quality through Agile, iterative development.
Product outcome
Reduced costs compared with estimated onshore development.
Continuing value
Established a continuing offshore team for application extension and maintenance.
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