Quantra
Prices interest-rate, credit, inflation, and equity derivatives using a C++ QuantLib engine, Python API, and web portal.
An open derivatives pricing platform that prices interest-rate, credit, inflation, and equity derivatives on your own infrastructure. It solves the problem of pricing complex financial instruments by providing a C++ QuantLib engine, a Python orchestration API, and a web portal. It sells to financial services firms and developers, targeting both small and large companies. It is positioned as an open source engine with a BSD license, deployable via Docker, and offers a live demo with real market data.
Key features
- Prices interest-rate swaps
- Prices bonds
- Prices swaptions
- Prices CDS
- Prices equity options
- Prices inflation swaps
- Connectors for public market data
- Normalizes market data into catalog
- Traceability of every price
- Open source BSD license
- No social media activity within the last 30 days
GTM channels
- Blog
- API
- Docs
ICP
- Financial services firms
- Software developers
- Enterprises