A Generic Distributed Architecture for Business Computations. Application to Financial Risk Analysis

Abstract

This paper introduces a generic n-tier distributed architecture for business applications, and its basic component: a computing server distributed on a PC cluster. Design of this distributed server is relevant of both cluster programming and business standards: it mixes TCP client-server mechanisms, MPI programming and database accesses from cluster nodes. The main topics investigated in this paper are the design of a generic distributed TCP server based on the MPI paradigm, and the experimentation and optimization of concurrent accesses to databases from cluster nodes. Finally, this new distributed architecture has been integrated in the industrial Summit environment, and a Hedge application (a famous risk analysis computation) has been implemented and performances have been measured on laboratory and industrial testbeds. They have validated the architecture, exhibiting interesting speed up