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Our Projects
TapeScript
TapeScript is an open source project that contains a rich library for adjoint algorithmic
differentiation (AAD). TapeScript supports vector AAD (tape compression),
an approach in which each slot of the calculation record (AAD tape) can store an entire array of
values,
not just a single double number. Vector AAD can lead to a performance gain of several orders of
magnitude due to the reduction in tape size.
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Features:
Scalar AAD
Vector AAD
APIs for C++, C#, and Java
Complex numbers
Works with Boost and QuantLib
Multithreading support
Dotcpp.org
The DotCpp open source solution is a partial port of popular .NET libraries – including the .NET
Standard Library, NodaTime, and others – to native C++17. Its purpose is to facilitate code reuse
between C# and C++.
DotCpp types based on C# classes have reference semantics that are implemented using std::shared_ptr, with full support for System.Object (mapped to dot::object) and boxing/unboxing behavior for value types and support for C# like cast, is, and as operators.
A DotCpp pointer has implicit conversion to a pointer to base, and explicit conversion (cast operator) to a pointer to derived. It therefore provides behavior that is similar to type conversion in .NET.
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DotCpp types based on C# classes have reference semantics that are implemented using std::shared_ptr, with full support for System.Object (mapped to dot::object) and boxing/unboxing behavior for value types and support for C# like cast, is, and as operators.
A DotCpp pointer has implicit conversion to a pointer to base, and explicit conversion (cast operator) to a pointer to derived. It therefore provides behavior that is similar to type conversion in .NET.
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Testimonials
CompatibL implemented a robust and flexible deal capture and market risk platform for complex positions as well as a credit, funding and capital risk platform for trading positions across RMB. They have provided excellent post-implementation services and support. The CompatibL and RMB teams synchronise their daily work seamlessly and we are very pleased to work with CompatibL as an integral part of the bank’s Trading and Risk activities.
CompatibL implemented a customized software solution based on CompatibL Risk Platform that addressed our firm’s unique mix of business and regulatory requirements and is fully integrated into our trading and market data infrastructure. CompatibL has become a reliable long-term IT partner of BayernLB and demonstrated great skill and commitment in providing post-implementation services and support as well as adding new product features to support our evolving business.
We are very satisfied with CompatibL’s risk and regulatory capital solutions. It is rare to find the highest level of expertise in both software engineering and quantitative finance in one firm. Their pragmatic approach to problem solving together with an aggressive focus on delivery leads to successful implementations. They are business enablers who have delivered beyond expectation.