APA & AGA implementation is simple

Maximum delivery, minimal fuss
Implementation

MoCaX delivers the APA and AGA methods in a shared Dynamic Link Library (DLL). Its implementation is very simple.

The DLL is added to your code. Two simple steps are needed:

  1. The MoCaX version of the pricers are created
  2. When the current existing risk engine calls the pricers, that line of code is changed so that it calls the MoCaX version of the pricers

 

Integration

Integration can be done by modules or following a big-bang approach

  • You can implement MoCaX modularly by group of trades types, portfolios, desks, etc
  • Alternative you can implement MoCaX to the whole Risk Engine in one go

You choose.

AAD, GPU, etc

The APA & AGA methods within MoCaX are fully compatible with other accelerating techniques like AAD or GPU.

You can implement MoCaX before, after or in parallel to them.

However… MoCaX integration and maintenance effort tends to be much smaller compared to other accelerating techniques.

 

Save & Use

MoCaX accelerated replica of your pricing functions can be saved and re-used later in your Risk Engine or anywhere in your organisation,

Find out what benefits MoCaX can deliver