Speed-up estimate Your code, measured free in two weeks.

At no cost, and on your hardware: we measure one calculation with your team and send the report. You get written findings, the gains on offer, where AAD and code generation with XAD pay back, and a fixed quote for the build.

Not ready to share code? The first step needs none: a short call with one of our engineers, and the sample report. See the sample report

What you get

• Measurements of the code on your own hardware
• Where the time and the cost go
• A quantified roadmap: each change and its expected gain
• Where AAD sensitivities with XAD would replace bumping, and how we would verify them against your bumped numbers
• A read-out with your team, the report to keep, and a fixed quote for the build

How it runs

• You send a representative kernel, or one pricer with one test case: not production code, and never production data.
• By default it runs inside your bank, on your hardware: our engineer works with your team on a call, and nothing leaves the bank.
• The two weeks start at the first working session, once the kernel builds on your machine. Before that, only a mutual NDA.

Where it pays

• FRTB sensitivities and expected shortfall, after go-live too
• SA-CVA capital and XVA sensitivities
• SIMM and MVA
• Pricing and risk libraries in C++ or Python, QuantLib

“Our standardised-approach sensitivities went from about eight hours of compute to under one, on the same grid. That is the slack we wanted before go-live, not after it.”

Head of Market Risk Technology, European bank