py10x-fin-base 0.1: financial domain foundation and a Matlogica partnership
August 12, 2026
py10x-fin-base 0.1 is a new sibling to py10x-core: the open-source foundation of the financial domain framework we've built and used internally, in Python and backed by a C++ core. The feature highlights:
- Financial instrument model — the base class for representing financial instruments in the framework.
- Market data framework — ingestion and representation of market data from external providers.
- IR and FX curve construction — basic curve-building blocks.
The Matlogica partnership: py10x-fin-base also ships jit_aadc, a submodule built through a collaboration with Matlogica — it integrates adjoint algorithmic differentiation (AAD), powered by Matlogica's AADC library, into the py10x dependency graph. It takes any computed trait in a py10x model — say, the price of an FX forward built on py10x-fin-base's curves — and discovers its market-data dependencies automatically by walking the same graph py10x already builds for caching, records an AADC kernel once, and reprices under bumped market data without rebuilding it, returning full Greeks for every discovered input in the same call. Depending on the baseline you compare against — a genuinely on-graph-cached evaluation versus one recomputed from scratch — that's roughly 55–75x to 1000x+ faster than the equivalent hand-rolled pricing loop.
License:
py10x-fin-base: MIT
Matlogica AADC: separately licensed by Matlogica
Links (latest release):
PyPI: py10x-fin-base
GitHub: 10x-software/py10x — xx_fin/
Contacts:
10x Software Project: [email protected]
Matlogica: matlogica.com