Everything you need to price financial instruments with Quantra — whether you're using the REST API programmatically or the Portal interactively.
Create an account, get your API key, and make your first pricing request in minutes.
Read guide →Learn how to use the Quantra Portal to manage market data, build curves, and price instruments from your browser.
Read guide →Full OpenAPI specification with every endpoint, schema, enum, and response type documented.
Browse API →How Bloomberg SWPM-OV differs from vanilla QuantLib, and how Quantra makes the assumptions explicit.
Read article →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.
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