Financial Services Developer Conference 2008. Excel Solutions with CCS Antonio Zurlo Technology Specialist HPC Microsoft Corporation.

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Presentation transcript:

Financial Services Developer Conference 2008

Excel Solutions with CCS Antonio Zurlo Technology Specialist HPC Microsoft Corporation

Agenda Scheduler Architecture Excel2007 Client, Excel Services 2007 Excel2007 CCS Integration Demo

User AppMPI Node Manager Job Execution DB/FS User Cmd line Desktop App Job Mgr UI Admin Admin Console Cmd line Head Node Job Mgmt Resource Mgmt Cluster Mgmt Scheduling High speed, low latency interconnect Tasks Management Jobs Policy, reports Active Directory Web Services Data Input Domain\UserADomain\UserA 站长站素材 SC.chinaz.COM output

Common Job / Task Types

Scheduler UDF Jobs Results UDF User App MPI Compute Node Job Execution Head Node Job Mgmt Resource Mgmt Cluster Mgmt Scheduling Offloading Library Functions Excel to CSS Communication UDF Web Services UDF

Scheduler Jobs Results Head Node Job Mgmt Resource Mgmt Cluster Mgmt Scheduling Monte Carlo Simulations distributed on CCS Grid Schedule Job Excel Splitter

Earnings Projection Earnings Projection Business Issue Earnings Projections Sheet Runs for 3.5 Hours 120 Quarters Limited number of scenarios and projections Only 1,000 scenarios/1,000 projections/quarter Solution Utilize Microsoft Compute Cluster Server Creation of an Excel Splitter Make minimal changes on the original spreadsheet to accept input parameters (range of scenarios to calculate) and output data to delimited text files. Distribute the projection calculation over sixteen nodes in the Compute Cluster Each node on the cluster contains a copy of Excel and the modified spreadsheet. Sending a command to the head node begins the calculation in parallel Once the compute cluster job is complete, the Excel Splitter application aggregates the data and inserts it into the original spreadsheet.

Excel Splitter Solution

Earnings Projection Earnings Projection CPUsScenarios

Related sessions [add sessions that are relevant to yours – make sure they happen AFTER your session, of course]

Additional Information Industry Team Blog Microsoft in Financial Services Technology Community for Financial Services Platform Migration Alliance Financial Services companies using Microsoft asestudies.mspx asestudies.mspx Sign up to receive the free quarterly FS Developer Newsletter Go to Newsletter Signup on the top left hand side on:

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© 2006 Microsoft Corporation. All rights reserved. Microsoft, Windows, Windows Vista and other product names are or may be registered trademarks and/or trademarks in the U.S. and/or other countries. The information herein is for informational purposes only and represents the current view of Microsoft Corporation as of the date of this presentation. Because Microsoft must respond to changing market conditions, it should not be interpreted to be a commitment on the part of Microsoft, and Microsoft cannot guarantee the accuracy of any information provided after the date of this presentation. MICROSOFT MAKES NO WARRANTIES, EXPRESS, IMPLIED OR STATUTORY, AS TO THE INFORMATION IN THIS PRESENTATION.