Product

Complete Quantitative Development Toolkit

Combines ease of integration with high performance. A toolkit that delivers 6-1000x speedups and automatic derivatives with <1% code changes. Focus on your models—AADC handles performance and AAD automatically.

6-1000×
Performance Boost
<1
Adjoint Factor
<1%
Code Changes
90%
Cloud Savings

Get All Your Greeks for Free—Actually Faster Than Just Computing Price

AADC's revolutionary adjoint factor <1 means computing your function plus all derivatives faster than your original code computes just the function alone

The Three-Fold Challenge Institutions Face

Ever-Increasing Simulations

  • Growing business needs and regulations (FRTB, SA-CCR)
  • More scenarios and stress tests
  • Increased model complexity
  • Resulting in increased cloud costs

Need for AAD (Greeks)

  • Manual differentiation adds complexity
  • Hard-to-integrate AAD libraries
  • Or high cloud costs from bump & revalue
  • Complete sensitivities required for XVA

Developer Productivity Drain

  • Developers waste time on manual optimizations
  • AAD implementation takes months or years
  • Performance tuning distracts from model work
  • Quants should focus on models, not infrastructure

All complicated by decades-old legacy systems

AADC: The Unified Solution

AADC Toolkit addresses all three challenges simultaneously while simplifying legacy integration. It's a comprehensive suite of tools featuring MatLogica's patented JIT graph compiler, powered by Code Generation AAD™ technology, which automatically compiles numerically intensive functions into highly optimized machine code with full derivatives.

Simulation Acceleration

6-100x faster Monte Carlo, scenarios, and what-if analysis—reducing cloud costs

Automatic AAD

Complete Greeks and sensitivities with adjoint factor <1—no manual differentiation

Developer Productivity

70% code elimination, fewer bugs, 3-4x faster dev turnaround—focus on models, not optimization

Ease of Integration

Drop-in-replacement, simple interface, results in weeks

Six Core Components for Complete Control

Everything you need for production-grade quantitative development

AADC Engine

Proprietary JIT Compiler

  • Code Generation AAD™ technology
  • JIT compilation (milliseconds)
  • Automatic vectorization (AVX2/AVX512) and multi-threading
  • Mix-mode C++ + Python execution
  • Adjoint factor <1 achievement

Integration Scripts

Automated Migration

  • Search & replace: double → idouble
  • Generic type conversions
  • Automated migration utilities
  • Minimal refactoring needed
  • Typically <1% code changes

Debugging Toolkit

Reverse Debugger & Diagnostics

  • Compare kernel vs original values
  • Monitor adjoint propagation
  • Numerical discrepancy detection
  • Bump & revalue troubleshooting
  • Intermediate variable tracking

Branch Manager

Handle Complex Control Flow

  • Static branches: Hard-coded into kernel
  • Dynamic branches: bool → ibool conversion
  • Smooth discontinuous payoffs
  • Critical for barriers & autocallables
  • Automated conversion reports

AIFT Solver Support

Calibration Without Refactoring

  • Automated Implicit Function Theorem
  • Derivatives through optimization
  • No code refactoring needed
  • Most downloaded Risk.net article 2022
  • Key technique for Live Risk

Reference Implementations

Production-Ready Blueprints

  • Open-source on GitHub
  • Phoenix autocallables with AAD
  • XVA frameworks
  • American Monte Carlo (Longstaff-Schwartz)
  • Python DSL for rapid prototyping

AADC Developer Documentation

Complete API reference, integration guides, and code examples

View Documentation

What Experts Say

"It's hard to develop well-performing models in C++. I've been very impressed by performance gains up to two orders of magnitude obtained by MatLogica after some integration work on QuantLib, and by the fact that the same work also enabled AAD; especially considering that the library contains hundreds of thousands of lines of code developed over more than 20 years."

Luigi Ballabio

Co-founder and administrator of QuantLib

"MatLogica's product changes the paradigm for quantitative software development eliminating the need to invest in optimizations. Quants can now focus on the models, and performance will be taken care of by MatLogica's JIT compiler."

Paul A. Bilokon

CEO, Thalesians Ltd; Visiting Professor, Imperial College London

"MatLogica offers a graph-based framework in C++, optimized for finance applications on modern hardware aware and complete with state-of-the-art AAD and proprietary on-the-fly compilation. Quants will find that MatLogica seamlessly fits with their libraries and effortlessly accelerates pricing and risk by impressive amounts."

Antoine Savine

Author of "Modern Computational Finance"

"The approach MatLogica takes to acceleration is novel in both its easy-to-use programming interface and high performance it achieves out-of-the-box. Straight-forward and minimal code changes, to make use of the libraries, offer leaps in performance for both xVA Pricing and Greeks Calculations."

Mahesh Bhat

Principal Engineer, Intel

Flexible Licensing Options

Enterprise License

Organization-Wide Deployment

  • All languages and features
  • Full technical support
  • Integration consulting available
  • Production use cases
  • Development licenses at reduced cost

Contact us for pricing based on your organization size and use cases

Desk/Machine-Bound License

Individual Development

  • Licensed per machine
  • Prototyping and model development
  • Individual quant development
  • Bottom-up adoption strategy
  • Try before enterprise commitment

Perfect for evaluation and individual use cases

Free Options: Demo licenses for evaluation • Academic licenses for educational institutions

Get Started with AADC Toolkit

See how AADC can transform your quantitative development