AAD project delivery
CompatibL developed specialised methodology for retrofitting AAD to existing in-house analytics libraries, and has extensive project delivery experience of working with clients to implement AAD within their trading and risk applications.
CompatibL’s methodology has been proven by conversion of the open source QuantLib library to support AAD, and has been presented in multiple training courses, workshops, and webinars.
The pioneering approach of using vector AAD (tape compression) solves the main performance limitation of AAD – excessive tape size. The use of vector AAD with tape compression reduces or eliminates the need to make extensive changes to in-house analytics that would otherwise be required with the traditional scalar AAD methodology.