SOLUTIONS
Derivatives Valuation
Leading in Advanced Analytics
Trusted By Tier-1 Banks
The pricing and valuation of derivatives is undergoing enormous change. Higher and higher standards are required due to internal cost pressures in addition to ongoing regulatory and accounting demands. Alternative Reference Rates, OIS discounting and XVA affect all aspects of valuation and risk management. Quantifi provides the most comprehensive, accurate, and intuitive financial development library available for derivatives. Our market-leading models are used by major financial institutions across financial markets including Tier-1 banks.
Match the market with OIS discounting, negative rates & ARR curves
Next-generation APIs integrate seamlessly with open-source data science and machine learning tools
Modern technology delivering ground-breaking performance
KEY FEATURES
A Leader in Analytics
Cross-Asset Support
A model library including a range of tools for financial software development including low level numerical routines to an extensive range of high-level pricing and sensitivity functions.
Timely, Accurate Valuations
Our models built on the latest technology and include advanced numerical methods that deliver stable, accurate results for a range of products – vanilla to complex derivatives.
Easy to use
Designed from the ground up and incorporating best practice design principles and methods, even our most complex models are intuitive and easy to use.
Highly Scalable
Delivering high performance with multi-threaded, vectorized analytics. Multi-core TBB™ and integrated GRID technology ensures scalability, horizontally and vertically.
Data Science Enabled
Combine Quantifi risk results, data and models, using Python API, with the most popular libraries in data science and machine learning including pandas and TensorFlow.
Complete Flexibility
Built on next-generation Microsoft.NET technology dramatically reduces time-to-market for new models and makes Quantifi easy to extend and customize.
WHITEPAPER
Accelerate Derivative Valuations by 700x Using AI
Portfolio managers and traders that use over the counter (OTC) derivatives often lack an accurate real-time view of the valuations and risk of their positions, especially when trading exotic derivatives. Unlike liquid securities or exchange traded products, there is not always a market price available for OTC derivatives. These products therefore need to be valued according to models that accurately calculate their theoretical fair value.
The launch of our new strategy depended on finding a technology provider that could deliver the same quality of analytics used by leading tier-1 banks. Quantifi was the only provider with the proven technology, flexibility and expertise that matched the unique needs of our investment strategy. 
FEATURED VIDEO
Derivatives Valuation Software
Derivatives valuations can be resource-intensive and complex. Trusted by leading banks, investment managers, and global valuation providers, Quantifi has a proven track record of helping clients gain confidence in their valuations.
insights
Navigate major trends & developments shaping the industry
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