Automatic source code generation (C/C++/CUDA) software for building derivatives pricing and risk models.
Unlike typical modeling systems, SciFinance is not an inflexible set of
library routines that offers imprecise or limited functionality for describing
a pricing and risk model. SciFinance provides a concise, flexible, and
extensible language that allows quantitative analysts and financial engineers
to concisely describe the fundamentals of the financial
instrument, often with a few simple keywords. Read
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Asset Class Coverage

SciFinance:
Cost-effective, state-of-the-art pricing and risk model solutions custom fit to meet your particular modeling needs
SciFinance® automates pricing and risk model development
SciPDE™ and SciMC™ are the core SciFinance modules
SciGPU™ achieves blazing fast performance with CUDA and OpenMP
SciCalibrator™ provides pricing model calibration
SciIntegrator™ eases integration
A resource site with examples, documentation and more...
Watch the SciFinance Parallel Computing movie:
Webinar: Automatic GPU computing for derivative pricing models
NEWS
Reval Speeds Up Pricing Complex Instruments in the Cloud with SciFinance
"We were looking for a cost-effective and easy-to-deploy solution to improve the pricing of complex derivative instruments using PDEs or Monte Carlo simulation in our SaaS product. We found it with SciFinance and GPU-enabled models, without having to become experts in parallel coding or CUDA."
"...the only thing you need to add to get GPGPU acceleration is literally 'CUDA'; it's a single keyword, not a fundamentally different way to formulate the math equations. This allows SciComp's customers to save even more time while also improving accuracy."
Beyond 3D