Black modelThe Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model. Its primary applications are for pricing options on future contracts, bond options, interest rate cap and floors, and swaptions. It was first presented in a paper written by Fischer Black in 1976. Black's model can be generalized into a class of models known as log-normal forward models, also referred to as LIBOR market model.
Benchmark (computing)In computing, a benchmark is the act of running a computer program, a set of programs, or other operations, in order to assess the relative performance of an object, normally by running a number of standard tests and trials against it. The term benchmark is also commonly utilized for the purposes of elaborately designed benchmarking programs themselves. Benchmarking is usually associated with assessing performance characteristics of computer hardware, for example, the floating point operation performance of a CPU, but there are circumstances when the technique is also applicable to software.
Type safetyIn computer science, type safety and type soundness are the extent to which a programming language discourages or prevents type errors. Type safety is sometimes alternatively considered to be a property of facilities of a computer language; that is, some facilities are type-safe and their usage will not result in type errors, while other facilities in the same language may be type-unsafe and a program using them may encounter type errors.
Two-phase commit protocolIn transaction processing, databases, and computer networking, the two-phase commit protocol (2PC, tupac) is a type of atomic commitment protocol (ACP). It is a distributed algorithm that coordinates all the processes that participate in a distributed atomic transaction on whether to commit or abort (roll back) the transaction. This protocol (a specialised type of consensus protocol) achieves its goal even in many cases of temporary system failure (involving either process, network node, communication, etc.
Memory managementMemory management is a form of resource management applied to computer memory. The essential requirement of memory management is to provide ways to dynamically allocate portions of memory to programs at their request, and free it for reuse when no longer needed. This is critical to any advanced computer system where more than a single process might be underway at any time. Several methods have been devised that increase the effectiveness of memory management.
Atomic commitIn the field of computer science, an atomic commit is an operation that applies a set of distinct changes as a single operation. If the changes are applied, then the atomic commit is said to have succeeded. If there is a failure before the atomic commit can be completed, then all of the changes completed in the atomic commit are reversed. This ensures that the system is always left in a consistent state. The other key property of isolation comes from their nature as atomic operations.
Performance engineeringPerformance engineering encompasses the techniques applied during a systems development life cycle to ensure the non-functional requirements for performance (such as throughput, latency, or memory usage) will be met. It may be alternatively referred to as systems performance engineering within systems engineering, and software performance engineering or application performance engineering within software engineering.
Lexicographic orderIn mathematics, the lexicographic or lexicographical order (also known as lexical order, or dictionary order) is a generalization of the alphabetical order of the dictionaries to sequences of ordered symbols or, more generally, of elements of a totally ordered set. There are several variants and generalizations of the lexicographical ordering. One variant applies to sequences of different lengths by comparing the lengths of the sequences before considering their elements.
DataIn common usage and statistics, data (USˈdætə; UKˈdeɪtə) is a collection of discrete or continuous values that convey information, describing the quantity, quality, fact, statistics, other basic units of meaning, or simply sequences of symbols that may be further interpreted formally. A datum is an individual value in a collection of data. Data is usually organized into structures such as tables that provide additional context and meaning, and which may themselves be used as data in larger structures.
Total orderIn mathematics, a total order or linear order is a partial order in which any two elements are comparable. That is, a total order is a binary relation on some set , which satisfies the following for all and in : (reflexive). If and then (transitive). If and then (antisymmetric). or (strongly connected, formerly called total). Reflexivity (1.) already follows from connectedness (4.), but is required explicitly by many authors nevertheless, to indicate the kinship to partial orders.
Speculative executionSpeculative execution is an optimization technique where a computer system performs some task that may not be needed. Work is done before it is known whether it is actually needed, so as to prevent a delay that would have to be incurred by doing the work after it is known that it is needed. If it turns out the work was not needed after all, most changes made by the work are reverted and the results are ignored. The objective is to provide more concurrency if extra resources are available.
