SOLUTIONS
Cross-Asset Analytics Library
Take the guesswork out of pricing and valuations with an extensive library of market-tested models - so you can trust your numbers every time.
Comprehensive Analytics Library
Numbers you can trust.
Quantifi provides a market-aligned analytics library used by tier 1 banks and leading hedge funds to price instruments accurately, measure risk consistently, and make faster, more confident decisions across all major asset classes. Models are transparent and configurable, giving users control over assumptions rather than forcing them to trust black-box outputs. Embed Quantifi’s analytics via Python, Java or C#, or work with them directly in Excel.
Model Library →
The kind of model library the big banks rely on, without the complexity and cost of building it yourself.
Excel Add-In →
Run advanced analytics in an Excel add-in. Familiar to use and surprisingly powerful for complex pricing and risk.
Asset Classes
Cross-asset coverage
Credit
Vanilla and structured products - including bonds, CDS, credit indices, CDS/index options, credit linked notes, index and bespoke CDO tranches & ABS products.
Fixed Income
Comprehensive bond coverage, over 40 price, risk & relative value metrics, sophisticated interest rate curve construction & pricing illiquid instruments.
Equities
Stocks, indices, futures & options, exchange traded options: American, European, Bermudan, exotic options: barrier, digital, touch, lookback, basket, cliquet & forward starting.
Inflation
Inflation linked bonds, swaps and derivatives including TIPS, YearOnYear Swaps, Zero Coupon Swaps, Options, LPI trades, RPI trades, Caps & Floors.
Rates
Swaps: IR, XCCY, CMT, CMS, Basis. Futures: STIR, OIS. Options: IR Swaptions, CMS spread, Caps/Floors, Digitals, Funding Loan, FRAs & Callable Swaps.
FX
FX spot, forwards, FX non-deliverable FX forwards, FX swaps, options, FX barrier options, FX touch options & FX forward options.
Commodities
Futures & Forwards – Oil, Gas, Grains, Metals, Agricultural. Options - Physical, Futures, Forwards. Exotic Options - Barrier, Digital, Touch, Lookback, Basket
Loans
Loans (Syndicated, whole, term, revolver), Loan CDS, Loan Credit Indices, Cash & Synthetic CLOs.
Hybrids
Rate/ Equity Index Options, FX/ Rate/ Credit/Equity hybrids with scripted payoff & generic spread options.
Advanced models
One platform for all your strategies
Run new strategies and find new sources of alpha with the flexibility to trade any asset class you want. Quantifi's integrated cross-asset library generates results matching top-tier banks.
KEY FEATURES
This Is How We Do It
Full Cross-Asset Support
Advanced models covering fixed income, rates, FX, credit, equities & commodities). Trusted by 5 of the 6 top global investment banks.
Optimised for high-frequency strategies
Built on the latest technology and advanced numerical methods, Quantifi delivers high-performance with multi-threaded, vectorized analytics.
Easy to use
Even our most complex models are intuitive and easy to use, with a clear separation between models, numerical methods, data and business logic.
Highly Scalable
Thread safe and based on multi-core TBB™ and integrated GRID technology, Quantifi can scale horizontally & vertically.
Data Science-Enabled
Next-generation APIs integrate seamlessly with open-source data science and machine learning tools.
Exceptional Support
Support provided by experienced quantitative and technology professionals and over 15,000 pages of documentation.
Client Stories
Delivering excellence
Ready to elevate your analytics?
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MARKET-VALIDATED MODELS
Accurate valuations for fixed income & derivatives
Derivatives valuations can be resource-intensive and complex. Quantifi gives you accurate, timely valuations, as well as the performance and flexibility to build operational efficiency.
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insights
Innovative thinking
One Platform for All Your Strategies
Run new strategies and find new sources of alpha with the flexibility to trade any asset class you want.
Quantifi Wins Risk Markets Technology Awards for Pricing and Analytics
This is the fourth time Quantifi has won the award for 'Pricing and Analytics: Fixed Income, Currencies, Credit', The Risk.net Markets Technology Awards recognise the vendors offering cutting-edge risk management technology.
Leading Global Valuations Service Leverages Quantifi’s Analytics Library
A subsidiary of a global leader in financial services, the client is a trusted source of independent, reliable and unbiased valuations and analytics services.
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Technology tailored to you
