NAG has a breadth of HPC experience and expertise that combines skills found in large HPC centres with specialist business focused HPC skills.
Providing highly flexible, accurate solvers, and an expert consultancy service for mathematical optimization, aiding critical decision making on a small or grand scale.
NAG provides expert AD services and software to differentiate computer code. NAG has a wealth of information on the subject of AD; learn more about this novel mathematical approach.
An unrivalled collection of reliable, portable and rigorous mathematical and statistical algorithms used in thousands of applications world-wide.
The technical poster tackles the performance challenge in calculating XVA and presents a software-based solution using AD-enabled (adjoint and tangent) versions of NAG Library algorithms, dco/c++, and Origami (a light-weight task execution framework for grid and cloud). This solution offers users a way to manage the CVA at scale challenge in a cohesive and cost-effective way – learn more