MatLogica | AADC Solutions for Front Office Trading

AADC Solutions for Front Office Trading

Accelerate Your Pricing Models 6-1000x

AADC accelerates your existing pricing models—exotic derivatives, Greeks computation, and risk calculations—delivering 6-1000x speedups with automatic derivatives. Turn minutes into seconds, enabling real-time pricing and Live Risk capabilities.

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Speed Wins Competitive RFQs

AADC accelerates your existing pricing models—derivatives pricing, Greeks computation, and risk calculations. We don't provide pricing engines; we make yours 6-1000x faster with automatic derivatives, enabling real-time pricing and Live Risk that win competitive bids.

Works with your existing models—proprietary, vendor, or open-source

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6-1000x Faster

Minutes become seconds. Complex exotics priced in real-time.

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Free Greeks

Adjoint factor <1. All sensitivities faster than just price.

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Real-Time Risk

Continuous portfolio updates. Live Risk becomes practical.

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Legacy Optimization

Modernize existing code without rewriting
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Greenfield Build

Develop custom capabilities 5x faster
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Accelerate Open-Source

Supercharge QuantLib/ORE by 6-100x

From Minutes to Seconds

Current Constraints

  • Slow pricing losing competitive RFQs
  • Complex exotics taking minutes
  • Greeks computed by bumping (slow + errors)
  • Intraday risk updates not feasible
  • What-if scenarios too slow for clients
  • Hedging analysis takes too long

With AADC Acceleration

  • Real-time RFQ responses
  • Exotics priced in seconds
  • All Greeks automatic (no bumping)
  • Live Risk with continuous updates
  • Instant client what-if scenarios
  • Real-time hedging optimization

Key Insight: AADC accelerates your pricing models—whatever vendor, framework, or proprietary approach you use. Keep your models, get 6-1000x speedup and automatic derivatives.

What AADC Accelerates

AADC accelerates any repetitive pricing calculation. Here are the most common front office applications:

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Derivatives Pricing

Accelerates: Your pricing models—European, American, exotic options, structured products

What Becomes Possible:
  • Real-time pricing for complex exotics
  • Ultrafast RFQ responses (seconds not minutes)
  • Instant client what-if scenarios
  • Multi-asset products priced in real-time

Performance: 6-1000x speedup typical

Case studies demonstrating value across applications
See how our clients transformed their quant libraries
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Greeks Computation

Accelerates: Your sensitivity calculations—all risk factors automatically computed

What Becomes Possible:
  • All Greeks automatic (Delta, Vega, Theta, Rho, cross-gamma)
  • No bumping required (AAD = exact derivatives)
  • Adjoint factor <1 (faster with all Greeks than without)
  • Better hedging decisions with complete sensitivities

Key Benefit: Greeks "free" (adjoint <1)

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Live Risk

Accelerates: Your portfolio revaluation and risk calculations for real-time monitoring

What Becomes Possible:
  • Continuous portfolio revaluation (sub-second updates)
  • Real-time sensitivity updates as markets move
  • Instant hedging impact analysis
  • Trade with confidence seeing risk before committing

Proof: Python platform <1 year

Enable True Live Risk with Sub-Second Updates
Continuous portfolio revaluation with sub-second updates. Real-time Greeks and scenario analysis. Streaming market data integration.
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Model Calibration

Accelerates: Your calibration routines with automatic gradients through optimization

What Becomes Possible:
  • Real-time recalibration to market data
  • AIFT provides automatic gradients through solvers
  • 10-50x faster calibration enables intraday updates
  • Accurate pricing with fresh model parameters

Performance: 10-50x faster

Accelerate Calibration 10-50x with AIFT
10-50x faster calibration with automatic gradients via AIFT. Volatility surfaces, interest rate models, credit spreads with real-time recalibration.

Works with Your Existing Pricing Infrastructure

AADC accelerates any repetitive pricing calculation—proprietary models, vendor solutions (Numerix, Murex, etc.), or open-source libraries (QuantLib/ORE). If your calculations are repetitive and performance-critical, AADC can accelerate them 6-1000x with automatic derivatives.

Business Impact for Front Office

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Win Competitive RFQs

Ultrafast pricing wins competitive bids. Respond in seconds while competitors take minutes.

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Better Hedging

Complete Greeks enable optimal hedging strategies. Reduce hedging costs, improve P&L.

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Real-Time Risk

Trade with confidence. See risk impact before committing to trades.

Python-Based Live Risk Platform in <1 Year

Major financial institution built complete analytics platform in Python (Equity Derivatives, IR Swaptions, FX Options) in less than 1 year. Replaced expensive vendor tools with superior performance and full control.

How AADC Accelerates Pricing

1

Record Once

Run your pricing model once with AADC. It records the computational graph.

2

Compile Automatically

AADC's JIT compiler generates optimized machine code with automatic derivatives.

3

Execute Thousands

Run 6-1000x faster with complete Greeks. Price thousands of scenarios daily.

Result: Your pricing models run 6-1000x faster with automatic derivatives (adjoint factor <1)

How AADC Works

Choose Your Implementation Path

AADC works with your existing pricing infrastructure—accelerate what you have or build something new

Optimize Cloud Costs?

50-99% cloud infrastructure savings through 6-1000x efficiency gains. Hybrid architecture keeps models secure.

  • Record on-premises (models stay)
  • Execute in cloud (kernels go)
  • Immediate cost reduction
Cloud Native Execution

Have Legacy Code?

Accelerate existing pricing systems without risky rewrites. 6-1000x speedup with <1% code changes.

  • No rewrite needed
  • Preserve institutional knowledge
  • Incremental integration
Enable True Live Risk with Sub-Second Updates

Not sure which path is right for you?

Take Our Implementation Quiz

Explore Related Solutions

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Risk Management

Accelerate XVA calculations, VaR, stress testing, and model validation

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Front Office

Real-time pricing, Greeks computation, and Live Risk for trading desks

See How AADC Accelerates Your Pricing Models

Learn how AADC works, or schedule a personalized demo with your specific pricing models

How AADC Works
Schedule Consultation

Or explore case studies: Case studies demonstrating value across applications