Financial service customers need to improve financial algorithmic performance for models such as Monte Carlo, Black-Scholes, and others. SIMD programming can speed up these workloads. In this paper, we perform data layout optimizations using two approaches on a Black-Scholes workload for European options valuation from the open source Quantlib library.
Learn about the ACUWizard tool that is included in the Intel® Active Management Technology (Intel® AMT) Setup and Configuration Server. This paper discusses reasons to use the ACUWizard tool and provides instructions on how to run it.