No Performance Compromise

100% speeds in both C++ and Python — kernels extract full hardware performance, with exact model replication, no approximations, no hidden slowdowns.

No AAD or Tuning Overhead

Developers write clean models — AAD, vectorization, and memory optimization are automatic. No adjoint coding, no profiling loops.

Blueprint Architecture

Battle-tested architecture for XVA, Live Risk, and regulatory workloads — scalable, auditable, and vendor-independent.

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A New Paradigm in Quantitative Development

Modern compilers for object-oriented languages are not optimized for calculation-intensive tasks. The extensive use of abstraction and virtual functions enables readable, maintainable code—but the performance penalty is severe.

The Traditional Dilemma

Writing high-performing vectorized and multi-thread-safe code is tedious and time-consuming. The result is usually hard to maintain, and developers spend more time on performance tuning than on models.

The MatLogica Solution

Our Code Generation AAD™ approach breaks this trade-off. At the first execution of your function, MatLogica generates optimized machine code of both the original model and its adjoint (if needed). This generated code is then reused in all following loops, delivering dramatic speed-ups while you write clean, expressive code.

MatLogica lets developers focus on adding value—we take care of performance.

Replace Expensive Commercial Pricing Platforms

Stop paying $500K-2M+ annually for vendor software with limitations. Organizations building custom libraries with MatLogica reduce costs by 60-80% while gaining full control.

Eliminate Vendor Licensing Fees

Lower annual licensing costs with no lock-in. Typical ROI in 12-18 months through reduced fees and increased development velocity.

Break Vendor Lock-In

Own your source code. No more black-box limitations, vendor roadmap dependency, or forced upgrade cycles.

Unlimited Customization

Build proprietary models and features that differentiate your business—not constrained by vendor capabilities.

Competitive Advantage

Innovate at your own pace. Deploy new models in days, not months waiting for vendor releases.

Scale Without Limits

No per-core licensing or usage restrictions. Scale compute freely as your business grows.

Production-Ready Foundation

Start with battle-tested QuantLib & ORE, then extend with your proprietary models and workflows.

Focus on Models, Not Infrastructure

MatLogica automatically handles what traditionally takes months of engineering effort

No Need To Worry About

Performance optimization strategies
AAD implementation complexity
CPU vectorization & parallelization
Multi-threading safety
Hardware-specific tuning

MatLogica Automatically

Generates optimal machine code
Creates AAD sensitivities
Vectorizes for AVX2/AVX512
Parallelizes safely across cores
Integrates C++ and Python

Write in C++, Python, or Both

MatLogica delivers production-grade performance regardless of your language choice. All code paths compile to the same optimized machine code with built-in AAD.

Pure Python

Write models entirely in Python and achieve production-level performance. No need for C++ unless you want it—MatLogica optimizes Python to run as fast!

C++ and Python Together

Already have C++ code? Want to use QuantLib? Seamlessly mix C++ and Python—integrate existing libraries while building new models in your preferred language.

Team Flexibility

Different team members can work in their preferred language on the same library. Quants prototype in Python while engineers extend in C++—or vice versa. All code compiles to unified, optimized output.

Build Domain-Specific Languages (DSLs) for Finance

Create custom DSLs that express quantitative models in natural, business-friendly syntax while MatLogica compiles them to high-performance, AAD-enabled machine code.

MatLogica DSL Benefits:

Production performance without compilation delays
Automatic Greek calculation for any DSL expression
Vectorization and parallelization built-in
Seamless integration with existing C++/Python code
Type safety and validation at runtime

Whether replacing a vendor's proprietary language or building a new DSL from scratch, MatLogica provides the performance and AAD capabilities required for production trading and risk systems.

Start with Proven Patterns

Our Architecture Guide provides battle-tested patterns for building quantitative libraries that scale from prototype to global production

Reference Architecture

Component structures and integration patterns used by leading institutions

Real-time Pricing and Risk

Efficient design for maximum performance

Production Deployment

Scalability, security, and operational best practices

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Get personalized guidance on structuring your implementation

See a Real Implementation: QuantLib XVA

We've built a complete QuantLib-based XVA engine demonstrating production-quality development. This is a real implementation, not a toy example.

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Already have legacy quant code?

See how MatLogica accelerates existing libraries with minimal refactoring

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Common Questions About Replacing Commercial Platforms

Can I replace my commercial derivatives pricing platform with a custom solution?

Yes. Organizations regularly replace expensive commercial platforms with custom libraries built on MatLogica. You maintain full control, eliminate licensing fees, and can customize functionality for your specific needs. Start with proven foundations like QuantLib/ORE and extend with proprietary models.

How do I build a custom quantitative library for XVA, FRTB, or risk calculations?

MatLogica provides the complete toolkit: automatic AAD for sensitivities, optimized performance without manual tuning, and seamless C++/Python integration. Our Architecture Guide provides battle-tested patterns. Most teams reach production in 2-3 months versus 6-12 months with traditional development.

What about creating domain-specific languages for quantitative finance?

MatLogica's JIT compiler is ideal for DSL implementation. Define your syntax for payoffs, trade specifications, or risk scenarios—MatLogica compiles it to production-grade machine code with automatic Greek calculation. No performance penalty for high-level abstractions.

What's the ROI timeline for replacing vendor software?

Typical ROI is 12-18 months. Annual vendor licensing costs $500K-2M+, and organizations report 60-80% cost reduction over 3 years while gaining faster innovation cycles and full customization.

Do I need to build everything from scratch?

No. Start with production-ready QuantLib and ORE as your foundation. MatLogica accelerates these libraries 6-100x while adding automatic AAD. Gradually add proprietary models and workflows on top. This hybrid approach minimizes risk and accelerates time-to-production.

How does this compare to continuing with our current vendor platform?

Vendor platforms lock you into their roadmap, limit customization, charge per-core or usage-based fees, and often become performance bottlenecks. Custom libraries built with MatLogica give you complete control, unlimited scalability, proprietary model protection, and lower long-term costs. You own your technology stack and competitive advantages.

Start Building Your Modern Quant Library

Request our architecture guide and schedule a consultation to discuss your requirements

Architecture Guide

✓ Proven design patterns
✓ Implementation roadmap
✓ Deployment strategies

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Technical Consultation

✓ Discuss your requirements
✓ Review technical approach
✓ Custom proof of concept

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Build Custom Quant Libraries & Replace Vendor Platforms

Replace Expensive Vendor Platforms with Custom Solutions