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APPENDIX B

CHIP3S CODE FOR

FINANCIAL APPLICATION CHARACTERISATION

This appendix includes the CHIP3S source code of a spread option financial applica-

tion characterisation. The HLFD of application is shown in Figure B.1 and it com-

prise of the following object:

? Application Object: The application object (Section B.1) combines the

three subtasks of the performance study and defines all the parameters that

can be modified by the user, including problem size and processor con-

figuration.

? Initialisation Subtask Object: The object (Section B.2) performs the

initialisation of arrays and parameters that are utilised in the following

stages. The processors work asynchronously with no communication

steps.

? ADI Subtask Object: The Alternating Direct Implicit (ADI) subtask ob-

ject (Section B.3) is the solution method of a Partial Differential Equation

and it is the main computational intensive part of the application.