The culmination of things we've been doing for 10 years

2002, we introduced Adaptive Integration, a proprietary asymptotic math method for the blazingly fast and robust pricing of moderately complex instruments. For the most sophisticated deal types, we applied more advanced numerical schemes to our optimized C++ pricing and calibration engines.

Driving OpenCL over the Grid - exploiting the multi-core and Grid revolution we applied coarse grain parallelization. In 2011 we started a refactoring effort and reimplemented core algorithms in OpenCL. The minimalist, but unprecedented fast one-for-all code will run on all hybrid CPU/GPU architectures.

UnRisk-Q and UnRisk FACTORY - twofold combined for next-generation risk management

UnRisk-Q is the engine for our UnRisk FACTORY products and consequently bank-proof. But it is also the programming power behind. Now UnRisk-Q provides an API for the access of the UnRisk FACTORY data base. Consequently, UnRisk-Q works in and with the UnRisk FACTORY enabling quant developers to quickly develop the most advanced web enabled risk management systems utilizing the UnRisk FACTORY and its VaR Universe.