Cloud Security – What you need to consider

In this article we look at cloud security.  With all the hype around Cloud, it’s easy to make assumptions as to what it can do, but security is an area where making assumptions can prove very costly, both financially and reputationally.  This blog will look at the cloud security model, security features offered by cloud […]

Types of Cloud – A Primer on the Choices and Challenges

Cloud is now ubiquitous, but not all clouds are the same.  In this blog we will look at the different types of cloud – Private, Public, Hybrid and Multi-Cloud, and think about their suitability and use in financial organisations. Private Cloud Private clouds are facilities created for a single organisation: they may be provided as […]

Migrating to Cloud – An Insider’s Guide

In earlier blogs we have discovered the agility inherent in Cloud, but how do organisations manage to tap into this, with all their legacy systems?  In this blog we will cover the strategy and issues involved in migrating a large systems estate. We will start by assuming foundational Cloud concerns for financial organisations such as […]

PaaS and SaaS – What you need to know

In my last blog I described the origins of Cloud and highlighted some of the benefits of Infrastructure as a Service (IaaS), but this does not reflect the real value of Cloud.  To uncover this, we will explore the concepts of Platform as a Service (PaaS) and Software as a Service (SaaS). Platform as a […]

Infrastructure as a Service – the Bedrock of Cloud

In this blog I will explain the origins and key features of Infrastructure as a Service (IaaS), the core foundations of what we think of as Cloud. Cloud computing is an evolutionary consequence of a sequence of technology innovations, stretching from human based computing, across generations of hardware and networking, to the advent of virtualisation […]

Test Data for the Cumulative Trivariate Normal Distribution

Using Java I implemented the double precision algorithm to compute the cumulative trivariate normal distribution found in A.Genz, Numerical computation of rectangular bivariate and trivariate normal and t probabilities”, Statistics and Computing, 14, (3), 2004. The cumulative trivariate normal is needed to price window barrier options, see G.F. Armstrong, Valuation formulae for window barrier options”, […]

Released: A Julia library for Clarus Microservices

A Julia library has been developed and released to support Clarus Microservices. The library provides convenient access to Clarus Microservices. Source code is available on GitHub. In a previous blog, ‘Microservices: Swap Equivalents in Julia’ we showed that it was possible to call the Clarus API from Julia. We have generalised the code example in […]

Array Formulas in Excel

We explain how to work with Array Formulas in Excel. Master the Three Finger Salute CTRL+SHIFT+ENTER. CTRL+/ is an amazingly effective shortcut. It is always easier to expand an array than shrink it. Consistent formatting provides an obvious visual cue when working with arrays. SIMM for Excel SIMM for Excel is an add-in that performs […]