Quantifi Toolkit is the fastest, most accurate and comprehensive library of pricing models available for the OTC markets. Our suite of market validated models incorporate industry best-practice along with leading research to provide timely, accurate and comprehensive valuation of even the most complex OTC products.
"We chose Quantifi because of the depth of coverage and the speed, accuracy and flexibility of their pricing models"
- Harald Muller, Director at LBBW
Quantifi Toolkit is a comprehensive suite of market leading models which provide timely, accurate and independent valuation for a wide range of OTC products. Built on the latest technology and incorporating advanced numerical methods, Quantifi Toolkit delivers groundbreaking performance and scalability for even the most complex OTC portfolios.
Designed from the ground up incorporating current best-practice, design principles and methods, Quantifi Toolkit provides a consistent, easy to use, and uniquely extendible interface. Quantifi Toolkit also comes with extensive documentation and sample code to make getting started fast and painless.
Quantifi has a consistent track record of providing first-to-market releases for all the key innovations in the OTC markets so you know that Quantifi Toolkit will be ahead of all the latest industry developments.
- Market leading independent models
- Groundbreaking performance
- Rapid deployment
- Intuitive and usable
- Scalable with built in TBB and grid support
- Exceptional support
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- Fixed Income
- Credit Derivatives
- Loans, CLOs, Synthetics
- Interest Rate Derivatives
- Inflation Bonds and Derivatives
- Converts
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- Finite-difference and semi-analytic sensitivities
- Dual-curve pricing for rates
- SABR volatility modeling
- Market model of rates and inflation
- Stochastic correlated recovery for CDOs
- Advanced credit volatility modeling
- CVA for rates and credit
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- Pricing and Hedging
- Sensitivities and Scenarios
- C++, C#, or VB.NET callable .NET object code library
- Linux or Windows
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