Quantifi Inc is a leading provider of state of the art models, pricing tools, and risk analysis for the global credit derivative markets. Our comprehensive suite of integrated products and services provide fast, accurate, and innovative solutions which set the standard for advanced pricing and risk analysis.

Since 2002, hundreds of users around the world have come to rely on Quantifi every day for their pre and post-trade pricing, structuring and risk analysis of complex credit derivatives. Our clients include some of the most active participants in the market including banks, hedge funds, asset managers, and insurance companies in North America, UK, Europe, the Middle-East, and Asia.


Quantifi XL is an extensive suite of addin functions and applications for Excel. It is a powerful tool for traders and others who need flexible access to advanced pricing and risk analysis of credit products. It consists of over 600 functions covering everything from accrued interest calculations to advanced credit derivative pricing.

Quantifi Risk is a suite of pricing and risk applications which leverage the Quantifi Toolkit. These applications provide pricing and extensive risk analysis for all the products supported by the toolkit. These applications are designed from the ground up using the latest object-oriented multi-tiered architecture.

Quantifi Toolkit is the most comprehensive and advanced suite of credit derivative pricing models available today and is designed from the ground up using innovative open technology which allows easy integration with existing proprietary systems.

Quantifi Analytic Service is a service-oriented API for the Quantifi Toolkit which is designed to greatly speed up the integration of the Quantifi models into other applications such as proprietary or vendor Trading Systems.

Quantifi Grid provides seamless and scalable distribution of pricing and risk calculations across a virtual computing network. The Grid uses a fault-tolerant and intelligent allocation algorithm to automatically manage and allocate distribution of pricing and risk analysis in ways which provide almost linear performance improvements per CPU added.

Quantifi CLO is a pricing and analysis tool for Collateralized Loan Obligations and other Cashflow CDO structures. It provides a powerful, yet intuitive suite of Excel add-in functions and applications for pricing and deep-dive deconstruction analysis of illiquid tranches.

Quantifi Counterparty Risk is a high performance platform that enables financial institutions to proactively manage counterparty and market risk and effectively address CVA accounting requirements and evolving regulatory capital standards, including the new guidelines for securitisations.

Quantifi is the first vendor to develop and introduce to the market a CVA tool that successfully captures all relevant drivers of the exposure, including correlations (e.g., for wrong-way risk) and volatilities for Interest Rate Swaps, Cross Currency Swaps, CDS and CDO’s for both individual trades and/or portfolios.