Front Office Solutions

Make Your Pricing Models 100x Faster

Your code. Your models. Dramatically accelerated.

MatLogica doesn't replace quant models — we make them run 100-1000x faster with automatic Greeks. Keep your IP, your code, your competitive edge.

What MatLogica Does

We don't provide pricing models or analytics.

We accelerate YOUR existing code and help you build new models faster.

Your Python/C++ pricing code AADC 100-1000x faster + auto Greeks

The Transformation

Same codebase. Same models. Transformed performance.

Your Code Today

Exotic pricing 2-5 seconds
Greeks Bump & revalue
Cloud bill $$$
Optimization Manual, ongoing

Your Code With AADC

Exotic pricing 20-50ms
Greeks Automatic AAD
Cloud bill $
Optimization Automatic

Same pricing models. Same methodology. Transformed performance.

Where Front Office Teams Apply AADC

These aren't products we sell — they're outcomes you achieve with your accelerated code.

RFQ Pricing

Price complex structures in milliseconds. Beat competitors to the quote.

Typical: 50-100ms for exotic with full Greeks

Real-Time Greeks

Delta, Gamma, Vega, Cross-Gamma — all computed in single pass via AAD.

Adjoint factor <1 means Greeks faster than price

Live Risk

Continuous P&L and risk updates as markets move. Sub-100ms full portfolio.

20 sessions per CPU core

Model Calibration

Calibrate vol surfaces, IR models in real-time. Automatic gradients via AIFT — no refactoring.

10-50x faster calibration

What-If Analysis

Instant scenario analysis using same pre-recorded kernels. No recomputation.

Thousands of scenarios per second

Custom Payoff Acceleration

Autocallables, barriers, TARNs, Americans — all accelerated with automatic sensitivities.

Full AAD for any payoff structure

These outcomes come from accelerating YOUR models. We provide the compiler technology — you keep full control of your pricing IP.

Proof Points

POC in 2-4 weeks. Production in 3-6 months. No rewrite required.
"One notable feature of AADC is that complex model calibration procedures do not require any special attention as is often the case with other AAD approaches. For example, we 'AADC-record' simple Dupire volatility calculations, regression based continuation value calibration and even Monte-Carlo based Cheyette model calibrations, with no special care needed to back-propagate adjoints."

Quant Development Lead

Tier-2 European Investment Bank

Let's Be Clear

We Don't Provide

  • Pricing models
  • Market data feeds
  • Trading systems
  • Pre-built analytics
  • Risk management platforms

You keep your IP and models.

We Do Provide

  • Compiler that accelerates your existing models
  • Automatic AAD for Greeks
  • Integration tools & support
  • Reference implementations
  • Performance optimization

You get 100-1000x speedup.

Ready to Accelerate Your Pricing?

See how your code performs with AADC. We'll run a benchmark on your actual models.

Frequently Asked Questions

Does MatLogica provide pricing models? +
No. MatLogica provides AADC, a compiler technology that accelerates YOUR existing Python or C++ pricing code 100-1000x faster. You keep your models, your IP, and your competitive edge. We just make your code run dramatically faster with automatic Greeks.
How much faster can AADC make my pricing code? +
Typical speedups range from 100x to 1000x depending on the complexity. Exotic pricing that takes 2-5 seconds can run in 20-50ms. Monte Carlo simulations see the largest gains. Greeks computation via AAD achieves adjoint factor <1, meaning all Greeks are computed faster than the original price calculation alone.
How long does AADC integration take? +
POC in 2-4 weeks. Production deployment in 3-6 months. AADC requires less than 1% code changes — no rewrite required. You add a few instrumentation lines and AADC handles the rest through JIT compilation.