This program is a part of a bachelor's thesis which can be found as a pdf file in this repository.
This program is used as a demonstration of parallelized option calculation in real time. Variables needed for option calculation are downloaded via an API in a Python subprogram and passed to the C program which then calculates the values of options. It's main purpose is to visualize the speedup in performace in HPC machines, where using multiple cores, in a context of a program, threads, is faster than using the single core or thread. To run the following Python dependencies are required: numpy, scipy, yahoo-fin, pandas. To run the program, run the ./launch.sh command in linux terminal to compile the program and then run the compiled file.
In this bachelor's thesis high performance computing meets the world of finance on an example of computing the financial derivative options using a program that applies the parallelization of code on a larger number of processors of a supercomputer. The results of program execution are compared with serial code execution on one processor.