Actuarial-grade VA computation in seconds, not hours.
1,000 to 100,000 paths per request. GBM, Heston stochastic volatility, Hull-White interest rates. Client-supplied or reference scenario sets.
Delta, Vega, Rho, Gamma, Theta — all computed in a single reverse pass. 29x faster than bump & revalue at 15 risk factors. Scales to 50+ without additional cost.
500+ market scenarios with per-scenario Greeks. 138x faster than brute-force. Extrapolates to 10,000 scenarios at scale.
Custom multi-factor stress grids (vol x rate x equity). 25-point grid in 1.9 seconds. Returns stressed valuations and P&L impact vs base case.
12 compiled AVX2 kernels serve 1,002 policies across 5 product families. iIf operator handles all conditional logic (surrender schedules, lapse tables, excess withdrawal kinks) without tape explosion — O(N) scaling proven.
5 products, 12+ variants: tiered withdrawals, excess withdrawal with pro-rata BB reduction, table-lookup lapse (8×5 2D), fee basis variants (AV/BB/max), deterministic decrements, rollup caps, benefit base reset. 355+ tests passing.
All benchmarks run on commodity hardware (8 threads, AVX2). Production scales linearly with cores.
We provide valuation tools, not certified reserve calculations. You use our outputs as inputs to your own reserving process.
| Regulation | Requirement | How we help |
|---|---|---|
| AG43 / VM-21 | Stochastic scenarios | Kernel reuse across full portfolio |
| C3 Phase II | Risk capital (CTE) | VaR + Greeks in single pass |
| ORSA | Stress testing | Multi-factor stress grids |
| Solvency II | CTE calculations | Full revaluation VaR |
| FRTB | Per-scenario sensitivities | Reverse-mode AD (all Greeks free) |
Even carriers with in-house models use external tools for benchmarking and validation. Consulting firms (Milliman, Oliver Wyman, WTW) serve dozens of clients and need a flexible, multi-product engine.
Features in active development — tell us which ones matter for your workflows.
Configurable real-world drift alongside risk-neutral valuation. ALM projections, economic capital, and nested stochastic — same engine, one parameter change.
Buffers, floors, caps, participation rates. The $79.6B RILA market modelled with AADC kernel reuse and full Greeks.
Pre-calibrated scenario generators based on AAA Interest Rate Generator methodology. Standard equity calibrations updated monthly.
Call the pricing engine from Jupyter notebooks, pandas workflows, or Excel spreadsheets. Drop-in integration with existing actuarial toolchains.
Submit entire in-force portfolios in a single API call. Portfolio-scale valuation, reserve estimation, and sensitivity analysis.
Correlated equity-rate dynamics for realistic VA valuation. Calibration to current yield curve with mean reversion and volatility parameters.
The computation engine is built, benchmarked, and deployed. We're onboarding actuarial teams and consulting firms for the hosted API. Tell us about your workflows.