Quantra prices interest-rate, credit, inflation and equity derivatives on your own infrastructure: a C++ QuantLib engine, a Python orchestration API and a web portal.
Quantra ships with connectors for four public sources (the Bank of England, the US Treasury, the ECB and FRED) and a pipeline that normalises everything into one catalog your curves and products price from. Plug in your own feeds through the same interface: licensed vendors, internal systems, or plain CSV. How ingestion and scheduling work is covered in the documentation.
Vanilla fixed-for-float off real OIS curves, custom or catalog indices on the float leg.
Fixed and floating-rate bonds priced off government or swap curves, MD-resolved quotes.
Constant and ATM-matrix vol surfaces, a sampling workbench, Hull-White calibration.
Credit curves from par spreads or flat hazard, protection legs priced through QuantLib.
European options on Black vol surfaces with dividend and rate curve inputs.
ZCIIS and year-on-year swaps on CPI/HICP indices with real fixing histories.
Every price ships with its trace: the inputs, the resolved market data, and the exact request the engine saw. Open the Investigate view and follow the number back to its sources.
The pricing engine: a stateless C++ gRPC server built on QuantLib, with a plain JSON API. Its own project with its own releases, usable on its own without the platform.
The pricing engine is BSD, like QuantLib itself: use it, modify it, embed it, run it commercially. The platform around it (portal, orchestration API, market data services) is available through the live demo.
Run the open source pricing engine on your machine and price with plain JSON over HTTP. One container, no dependencies.
The public demo runs the same build on real Bank of England and Treasury data. Price a swap right now, nothing to install.
The pricing engine (quantraserver) on GitHub, BSD licensed.
Send a note: a bug, a feature you need, or anything about running Quantra.