Software development in a High Performance Computing (HPC) environment is non-trivial and requires a thorough understanding of the application and the architecture. The objective of this paper is to study the software development process in a high performance computing environment and to outline the stages typically encountered in this process. Support required at each stage is also highlighted. The modeling of stock option pricing is used as a running example in the study. 1 Introduction Software development in any High Performance (Parallel/Distributed) Computing (HPC) environment is a non-trivial process and requires a thorough understanding of the application and the architecture. This is apparent from the fact that applications currently achieve only a fraction of peak available performance [Zor92]. HPC software development requires the developer to resolve and tune a large number of available design options. For example, during the course of software development, the developer i...