Up to 270× faster sensitivities, in the code you already run.

From the team that built XAD: AAD in your own pricing and risk code, every number checked against bumping before go-live.

Get a free speed-up estimate Explore XAD

270×

Faster than bumping · Monte Carlo CVA on QuantLib, 90 inputs, 100,000 paths, XAD with code generation (commercial add-on) · QuantLibAAD, November 2026

BumpingAAD1/270 of the time

158×

Monte Carlo swaption on QuantLib · 45 inputs, 100,000 paths, XAD with code generation

BumpingAAD1/158 of the time

29×

European equity options on QuantLib · 98 inputs, XAD alone

BumpingAAD1/29 of the time

The capital run from over two days of grid time to about an hour

AAD allowed by the MAR50 FAQ · tier-one bank

Sensitivity compute from about 8 hours to under 1, ahead of go-live

same grid · European bank

How we measured: QuantLib · Client results

Two-time HPCwire Editors’ Choice · PRACE industrial HPC award · Red Herring Top 100 finalist

Batch no longer finishing overnight? FRTB, SA-CVA and XVA, before and after go-live

Clients

What we offer

Four ways to get there, each ending in a number you can check.

Software

XAD

The AAD library for C++ and Python: every sensitivity for as little as 2× one valuation; up to 3× faster than one plain valuation with code generation. Open source under the AGPL; for use in your organisation, a commercial licence by annual subscription.

XAD

Every sensitivity for as little as 2× one valuation

Service

AAD enablement

A short, fixed-scope build of XAD into your pricers and risk engine, with tooling that speeds up the port and every sensitivity checked against your bumped numbers. The code is yours, and an XAD subscription keeps it current.

AAD enablement

First results in weeks, not quarters

Service

AAD training

The AAD course taken by quant teams at leading banks, taught by the team that built XAD, with a hands-on workshop on your own code.

AAD training

A hands-on workshop on your own code

Service

Xcelerit Verified

Evidence your numbers are right: every price and sensitivity that moved between two releases of your pricing library, each tied to its cause, for model validation; AAD sensitivities checked against bumping; code moved to accelerators checked against the original.

Xcelerit Verified

Every price and sensitivity that moved, tied to its cause

The problem

The code banks have already validated should keep up, without being rewritten.

Every new rule raises the compute bill: tens of thousands of sensitivities, every book, every day.

C++ · your pricerXAD

// the number type is the only change
using Real = double;
using Real = xad::AReal<double>;
Real cva = priceCVA(book, market);    // your code

// before: one revaluation per input
for (auto& q : inputs) bumpAndReprice(q);
tape.computeAdjoints();      // all of them, one pass

One path

Check

A free speed-up estimate: your code measured in two weeks on your hardware or a cloud equivalent, with a fixed quote. Or a validation plan for code that has to stay right on new hardware. Or start with the AAD course.

Build or verify

AAD enablement of your pricers, risk engine or QuantLib code, or your code moved to accelerators. Fixed scope, first results in weeks, not quarters, every number checked against its reference. The code is yours.

Keep it checked

An annual XAD subscription keeps the code current and checked again through every library release, and Xcelerit Verified checks it again on each new processor, compiler or library.

How a build runs How a verification runs

What clients say

“Bumping meant choosing which part of the book got sensitivities. Now we get all of them, about 900 per netting set, from a run that takes about an hour on the grid we already had.”
Head of XVA Quantitative Analytics, Global investment bank

“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

“The SA-CVA run used to take over two days of grid time, so it lived on weekends. With AAD in our own CVA code it takes about an hour, and since the MAR50 FAQ allows AAD, validation only had to look at our code, not the method.”
Head of Counterparty Risk Technology, Tier-one bank

As featured in

Speed-up estimate

Start with a speed‑up estimate

Your code, measured free in two weeks on your hardware or a cloud equivalent, with a fixed quote for the build.

Free · Measured on your hardware or a cloud equivalent · A fixed quote for the build · NDA ready