Legacy Optimization

Modernize Legacy Systems Without Risky Rewrites

Q: How much code change is actually required?

Typically less than 1% of your codebase needs modification. AADC integrates at the type level, so most of your existing logic remains unchanged. The main changes involve replacing numeric types and adding recording boundaries.

Q: Will AADC work with our 15-year-old C++ codebase?

Yes, AADC supports C++11 through C++20 and works with older codebases. It's designed to integrate with real-world production code, not just clean greenfield projects. Our integration team has experience with legacy systems across major banks.

Q: How does this help with FRTB and SA-CCR compliance?

FRTB and SA-CCR require extensive sensitivity calculations that are computationally expensive. AADC's automatic AAD provides these sensitivities at near-zero marginal cost, making previously infeasible regulatory calculations practical within existing time windows.

Q: What if our rewrite projects keep failing?

This is exactly the scenario AADC was designed for. Instead of attempting high-risk rewrites that often fail, AADC accelerates your existing working code. You preserve all business logic while achieving the performance gains you need—without the multi-year timeline and failure risk of a complete rewrite.

Q: How quickly can we see results?

Initial proof-of-concept integration typically takes 2-4 weeks. Full production deployment follows in 2-4 months. This is dramatically faster than rewrite approaches which often take 2-5 years—and frequently fail to deliver.

Achieve 6-100x speedup with less than 1% code changes. Preserve the institutional knowledge embedded in your codebase while delivering modern performance.

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Jump to: Challenges Solution Benefits Results

Your Code, Accelerated

Legacy analytics code often represents years of accumulated business logic and institutional knowledge. AADC lets you preserve that investment while dramatically improving performance. No risky rewrites, no extended project timelines—just integration and acceleration.

Typical Problems

Common challenges with legacy quant systems

Unresolved legacy bugs that nobody dares to fix?

Never-ending refactoring that never quite finishes?

Intraday risk calculations too slow for trading?

Overnight batches running into the trading day?

Inaccurate hedging due to missing Greeks?

Risk reports not granular enough for regulators?

Code becoming unreadable over time?

Original developers have left the organization?

Modernization projects that never deliver?

The AADC Solution

AADC takes a fundamentally different approach to legacy modernization. Instead of rewriting your codebase or migrating to new platforms, AADC works with your existing code. Through sophisticated JIT compilation and automatic algorithmic differentiation, AADC accelerates your legacy analytics while preserving every line of battle-tested business logic. The result: 6-100x faster execution and complete Greeks with less than 1% code changes.

Less than 1% Code Changes

Minimal modification to your existing codebase

Preserve All Logic

Your business rules remain intact and validated

Immediate Performance

See results within weeks, not years

Automatic Greeks

Complete sensitivities without manual implementation

Perfect For:

Banks with legacy risk systems (10-20 year old code)Firms with proprietary C++/Python analytics codeTeams facing regulatory compliance pressure (FRTB, SA-CCR)Organizations where rewrites have been repeatedly postponed

Key Benefits

6-100x Speedup

Dramatic performance improvement without code rewrites

<1% Code Changes

Minimal integration effort, maximum impact

Preserve Knowledge

Keep institutional knowledge intact

Automatic AAD

Greeks faster than original pricing

Proven Results

Client-Results

Tier-2 European Bank Achieves 15-20x Faster Risk with 70% Less Code

A Tier-2 European bank transformed their struggling front-office risk infrastructure using MatLogica AADC. They achieved 15-20x speedups compared to manual adjoint differentiation, reduced overnight batch from 8+ hours to 2 hours, and eliminated 70% of their modeling codebase while unlocking new revenue streams.

›15-20x faster risk vs manual adjoints
›Overnight batch: 8+ hours to 2 hours
›70% codebase reduction
›50% grid cost savings

Read Full Case Study

SIMM Benchmark Results

See how AADC accelerates existing SIMM implementations without rewrites

AADC vs GPU: 47× Faster SIMM with Exact Gradients

AADC C++ computes ISDA SIMM sensitivities at 34,000 evaluations/sec on CPU — 47× faster than GPU pathwise differentiation on NVIDIA H100. GPU brute-force fails to converge at scale due to noisy finite-difference gradients.

34,000 SIMM evaluations/sec with AADC C++ on CPU
47× faster than GPU Pathwise on NVIDIA H100
GPU brute-force fails to converge at 500+ trades

View Benchmark

SIMM Optimization: 33K Evals/sec — 25× Faster than GPU

AADC C++ computes SIMM trade allocation gradients at 33,580 evals/sec — 25× faster than GPU. Optimizes a 50K trade portfolio in 19 ms with 1-2 iterations to converge.

33,580 evaluations/second with AADC C++
25× faster than GPU implementations
19 ms to optimize 50K trade portfolio

View Benchmark

Greenfield Development

Use AADC to develop C++/Python models faster, without optimization concerns. Get production-grade performance and automatic AAD from day one. Focus on models, not infrastructure.

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Open-Source Acceleration

Integrate AADC with open-source frameworks like QuantLib and ORE to get community validation plus proprietary-grade performance. No vendor licensing fees, automatic AAD for all models.

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Cloud Cost Optimization

AADC's 6-1000x efficiency improvement transforms cloud economics. Slash infrastructure costs by 50-99% while maintaining or improving performance. Secure binary kernel deployment keeps your IP protected.

Learn More

Ready to Modernize Your Legacy Systems?

Schedule a technical assessment to understand how AADC can accelerate your existing codebase.

Schedule Technical Call

Frequently Asked Questions

How much code change is actually required?

Typically less than 1% of your codebase needs modification. AADC integrates at the type level, so most of your existing logic remains unchanged. The main changes involve replacing numeric types and adding recording boundaries.

Will AADC work with our 15-year-old C++ codebase?

Yes, AADC supports C++11 through C++20 and works with older codebases. It's designed to integrate with real-world production code, not just clean greenfield projects. Our integration team has experience with legacy systems across major banks.

How does this help with FRTB and SA-CCR compliance?

FRTB and SA-CCR require extensive sensitivity calculations that are computationally expensive. AADC's automatic AAD provides these sensitivities at near-zero marginal cost, making previously infeasible regulatory calculations practical within existing time windows.

What if our rewrite projects keep failing?

This is exactly the scenario AADC was designed for. Instead of attempting high-risk rewrites that often fail, AADC accelerates your existing working code. You preserve all business logic while achieving the performance gains you need—without the multi-year timeline and failure risk of a complete rewrite.

How quickly can we see results?

Initial proof-of-concept integration typically takes 2-4 weeks. Full production deployment follows in 2-4 months. This is dramatically faster than rewrite approaches which often take 2-5 years—and frequently fail to deliver.