Abstract: A system for tracing operations during application execution and executing the traced operations on a second processing unit. The tracing involves identifying attempts to execute software that performs particular functions that would benefit from execution on a particular piece of non-compatible hardware and, rather than executing the code, recording the requests and the data inputs to each of the requests. At a point during execution of the software system such as, for example, when either a memory threshold has been exceeded for recording the requested code and inputs, or results are needed for the requested code, the corresponding code executable on the non-compatible hardware is identified and executed. Thereafter, the results from the execution on the non-compatible hardware are received and processing continues.

Abstract: A computer-implemented method evaluates credit exposure of a portfolio of financial instruments. A deal object is established for each instrument. The deal object comprises a representation of the instrument and a valuation function for representing how the value of the instrument is related to underlying market variables. Risk factor model are established with each model representing a market variable which may affect the value of the instruments. A deal parabolic function is established representing each deal object valuation function by operation of the deal object valuation function on each risk factor model to which it is sensitive. The coefficients of each deal parabolic function established at a same instant from the deal objects represented in the portfolio are summed in order to build a portfolio parabolic function approximating the overall portfolio value for that instant.