An Open Grid Service Environment for Large-Scale Computational Finance Modeling Systems

In this paper we present the basic concepts of our complex problem modeling and solving environment based on a state of the art component architecture. We propose a system where components exist as instances of meta-components carrying relevant semantic information about the application problem realm. The implementation of the system follows the Open Grid Service Environment (OGSE) Service Stack, also discussed in this paper. A motivating workflow example from the field of computational finance is given.