Free · open source

A derivatives pricing app you can run yourself.

Quantra is a complete pricing app — curve construction, market data, and pricing for rates, credit and inflation products — built on QuantLib, the open-source quantitative-finance library. Download and self-host it, free. Or try it live in your browser first.

Try the live demo Download free

The live demo runs on synthetic data — explore the workflow before you install. Not for real valuations.

What you can price

Fixed income and derivatives products, each with full curve construction and cash-flow analytics — priced from the app or the engine API.

Interest Rate Swaps

Vanilla fixed-for-floating swaps with multi-curve discounting, fair rate, leg analytics, and cash flow detail.

Swaptions

European swaptions with volatility surface support, an underlying float index, and sensitivities.

Fixed Rate Bonds

NPV, clean and dirty price, yield, duration, convexity, and detailed cash flow analytics.

Floating Rate Bonds

Floating rate notes linked to IBOR or overnight indices, with customisable spreads and day counts.

Credit Default Swaps

CDS pricing with hazard rate curves, fair spread, and default and premium leg NPVs.

Inflation Swaps

Zero-coupon inflation swaps priced off bootstrapped inflation curves and a nominal discount curve.

See it work

Build a curve, pick a product, and price it — all in the browser. No install required to look around.

Sampling a swaption volatility surface in the Quantra portal
Sampling a swaption volatility surface in the portal — curves, surfaces and pricing, all in the browser.

Rather just click around? Open the live demo →

Open source. No black box.

The pricing engine at the core of Quantra is open source and built on QuantLib, the widely used quantitative finance library. You can read every line, run it locally, and see exactly how a number is produced — no opaque models, no vendor lock-in. Transparency is the point: pricing infrastructure should be auditable, and validated against reference implementations.

View the engine on GitHub Read the engine API docs →

Get it

Free edition — enter your email to download and self-host it. One command brings up the whole app.

No spam. Your email is used to send the download and occasional release notes.

Thanks — your download is ready

Grab the self-hosted bundle below, then follow the quickstart to bring up the whole app with one command.

Download the self-hosted bundle