# SCIFINANCE: CROSS-PLATFORM C/C++/CUDA SOURCE CODE GENERATOR FOR DERIVATIVES PRICING MODELS

The ultimate flexible coding solution, **SciFinance®** is an automatic C/C++/CUDA source code generator for building derivatives pricing models in-house. Providing you full control over modeling decisions, SciFinance significantly reduces development time and costs.

## WHY USE SCIFINANCE?

- SciFinance has been developed over 15 years with the input and guidance of practitioners at top tier institutions worldwide.
- Unlike typical modeling systems, SciFinance is not a scripting language for assembling an inflexible set of library routines that offers imprecise or limited functionality.
- SciFinance provides cross asset support with hundreds of ready-to-use model specifications. All model specifications are completely customizable and composable.
- SciFinance supports the modeling of any PDE or Monte Carlo-based pricing model.
- Experiment with different solvers, finite difference schemes, or interpolation methods simply by changing a few lines in the specification.
- Eefficiently, economically and quickly develop your own pricing models at a fraction of the cost (in both time and money) of internal development approaches or via open source systems.
- SciFinance automatically generates CUDA-enabled or OpenMP compliant pricing model source code. No parallel computing or CUDA programming expertise is required.

## HOW DOES SCIFINANCE WORK?

- Select from hundreds of provided pricing model specifications
- Modify the model specification as needed
- Through the use of keywords
- Write any algorithm in a high level language
- Write any system of PDEs or SDEs (Monte Carlo)
- Make use of functions from your existing libraries

- SciFinance does the rest by automatically generating fully documented C/C++/CUDA pricing model source code or Excel spreadsheets and add-ins.