Matlogica introduces game changing software products that bring GPU-like performance on modern CPU with very limited changes to the existing code base. This maximises the capability and length of service of current hardware setup without introducing additional complexity for software developers. Our solution is based on a scientific breakthrough in the field of optimization tasks developed by our research team at Matlogica. It involves using AAD (Automatic Adjoint Differentiation) and vectorisation which allows us to speed up repetitive calculations and their sensitivities to the whole new level. The performance of overnight batches can be reduced to close to real-time without extensive code rewrites or investment into new hardware. Our clients benefit from 35x-150x speed improvements to various use cases, such as curve building, XVA pricing and risks, what if analysis, model optimisation and similar. And all of this is accessible via "plug-and-play" ease of integration with very limited code changes. If you require further details please contact us at [email protected]