Quantifi XL is the leading independent solution for pricing and structuring OTC products. Based on the latest methods and technology Quantifi XL provides a powerful, robust yet simple-to-use solution in a familiar and flexible Excel environment.
Sophisticated pricing models, un-matched asset coverage and an intuitive interface were all key drivers behind CM-CIC’s decision for choosing Quantifi XL.
-Senior Derivatives Trader Linda Kessour, CM-CIC Marchés
Quantifi XL provides fast and accurate pricing and structuring for even the most complex OTC products in a flexible Excel environment. Comprehensive, powerful, and easy to use functions cover the simplest accrued interest calculations to the most advanced pricing and sensitivity analysis. Extensive on-line help, tutorials, and worksheet examples make getting started and using Quantifi XL simple and intuitive.
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First to market support for CVA and OIS/CSA discounting
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Proven market leading models
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Comprehensive independent pricing, sensitivity and scenario analysis
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Ground breaking performance
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Familiar Excel™ interface without hard-to-support proprietary scripting, named ranges or data tables
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Seamless integration of popular data vendors
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Exceptional training and support
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Fixed Income
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Credit Derivatives
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Interest Rate Derivatives
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Foreign Exchange
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Loans, CLOs, Derivatives
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Inflation Bonds and Derivatives
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Convertible Bonds
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Hybrids
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Comprehensive support for valuation and hedging using OIS/CSA discounting
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Integrated CVA pricing and hedging
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SABR volatility modelling
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LMM for rates and inflation
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CDO stochastic correlated recovery
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Advanced credit volatility modelling
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Comprehensive finite-difference and ultra fast semi-analytic sensitvities
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Integrated data vendor support
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Multi-core TBB™ technology
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Intuitive to use
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Windows XP/Vista/7 (32 and 64 bit)
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Excel 2003/2007
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.NET 3.5
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Quantifi XL is built on Quantifi Toolkit, our extensive, open library of market tested and validated models. This provides a uniquely powerful and extendable platform that allows clients to build their own proprietary models and easily integrate with existing models or data. Extensive on-line help, tutorials, and worksheet examples, which can be navigated using a built in menu, makes getting started and using Quantifi XL simple and intuitive.