Quantra Documentation

Everything you need to price financial instruments with Quantra — whether you're using the REST API programmatically or the Portal interactively.

Getting Started

Create an account, get your API key, and make your first pricing request in minutes.

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Portal Guide

Learn how to use the Quantra Portal to manage market data, build curves, and price instruments from your browser.

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API Reference

Full OpenAPI specification with every endpoint, schema, enum, and response type documented.

Browse API →

Bloomberg Swaption Comparison

How Bloomberg SWPM-OV differs from vanilla QuantLib, and how Quantra makes the assumptions explicit.

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What is Quantra?

Quantra is a financial derivatives pricing service powered by QuantLib, the industry-standard open-source C++ library for quantitative finance. It wraps QuantLib in a scalable cloud architecture and exposes it via a clean JSON REST API and an interactive web portal.

The core pricing engine handles yield curve bootstrapping, multi-curve frameworks (OIS discounting, tenor basis, cross-currency), and the pricing of fixed income instruments including bonds, swaps, FRAs, caps/floors, swaptions, and credit default swaps.

API

  • JSON REST over HTTPS
  • Authenticate with X-API-Key
  • All instruments in one unified schema
  • Batch pricing in a single request
  • Bootstrap curves and extract rates
  • Full OpenAPI 3.0 spec

Portal

  • Create and manage API keys
  • Define indices (IBOR, overnight)
  • Store index fixings (past rates)
  • Quote Book time-series with as-of resolution
  • Build and visualize yield curves
  • Build volatility surfaces from quotes or manual grids
  • Price bonds, IR swaps, and swaptions
  • Global as-of date for consistency