What Would UxHw® Be Worth on Your Swaptions Book?
A bank that sells options on interest-rate swaps has to price them against a model of how rates move. The model has to be fitted to the market afresh. Fitting it, in the framework named after Heath, Jarrow, and Morton, or HJM, means sweeping millions of simulated paths, which is why the job runs overnight on a rented grid of machines. UxHw computes with the distributions themselves instead of sampling them, so one pass replaces the millions. Enter the size of your grid and what it costs you.
CoresCores this workload occupies on AWS today, at peak.1,000
Batch WindowHow long the run has to finish in. An overnight risk batch is typically 8 hours.8h
Nights per MonthNights a month the batch runs. 22 is a working month.22
Purchasing ModeHow you buy that AWS capacity today. It moves the answer by roughly three times, so enter the one you actually use.
Signaloid Deployment TermOne year is the minimum. Three years takes 20% off the recurring fee and the onboarding.
Override the speedup
This calculator's figures rest on one measured multiple, cited
with its baseline under the result. If you have measured your own, on your own workload, enter it
here and the arithmetic follows it. Nothing leaves the page. The citation under the figures still
reports what Signaloid measured, a banner above the result says the numbers are yours, and the
exported card and the quote mail both record the substitution. Clear the field to go back.
There is no single multiple to override here. This
calculator's figures rest on several separately measured quantities rather than on one speedup.
Each is cited with its own baseline under the result. Overriding one of them alone would give
a figure that follows from no measurement, so the field the other calculators carry is absent.
Speedup, ×
Signaloid Cloud Compute Engine
Turnkey. Signaloid supplies the compute, so it replaces this workload’s cloud bill rather than adding to it.
Turnkey. Signaloid supplies the compute, so it replaces this workload’s cloud bill rather than adding to it.
UxHw AWS Marketplace AMI
Runs on your own AWS, so the reservations and negotiated rates you already hold still apply.
Runs on your own AWS, so the reservations and negotiated rates you already hold still apply.
Enterprise On-Premises
For a workload that cannot leave the building.
For a workload that cannot leave the building.
UxHw Deployment Options
Benefits