PRODUCT
Quantifi Excel
Run advanced analytics in an Excel add-in. Familiar to use and surprisingly powerful for complex pricing and risk.
Eliminate Complexity
Advanced Models, Familiar Interface.
Quantifi Excel brings the power of advanced risk and pricing analytics into a tool you already know. With easy-to-use functions, pre-built templates, and clear examples, users can get started quickly. No need for custom coding or complex workarounds. Whether it’s simple accrued interest calculations or high-end credit volatility modelling, it all happens in Quantifi Excel. Even the most complex models feel intuitive. If you’re looking for speed, transparency, and accuracy, without the learning curve, Quantifi XL gives you results you can trust, right out of the box.
Numbers You Can Trust
Feel confident about your outputs, even on the structured, esoteric, or hard-to-price derivatives.
Fits Right Into Excel
Functions behave like Excel - no clunky macros or messy workarounds required, just clean, reliable performance.
Get Started in Minutes
Accelerate onboarding with pre-built templates and clear examples, so you can hit the ground running.
KEY FEATURES
Built on modern technology
Pre-Built Templates
Sample Excel sheets make it easy for you to start pricing and calibrating immediately.
Market Data Integration
Native Excel & REST API connections to popular data providers ensure your inputs are fast and accurate.
Fully Inspectable Models
Object-oriented structure means every input and calculation is visible, auditable, and easy to validate.
Sensitivity & Scenario Analysis
Handle rates, spreads, recoveries, defaults, vol, FX & more. Understand risk drivers and stress conditions in real time.
Full Cross-Asset Support
Fixed income, credit, rates, FX, equities, commodities—trusted by top-tier banks and hedge funds worldwide.
XVA Pricing & Hedging
Programmatically price and hedge XVA transparently and at scale using high-performance, model-driven analytics.
Better understanding
In-depth analysis
Pricing that matches the market
Stress-test assumptions, anticipate risks & uncover opportunities
Price & Hedge XVA
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.
Client Stories
Delivering excellence
identify new opportunities
Results that match tier-1 banks
Test new strategies without leaving your spreadsheets. Quantifi provides fast and accurate pricing and structuring for even the most complex products in a flexible Excel environment.
Let's Talk!
Schedule a personalised demo today
insights
Innovative thinking
Analytics That Match the Market
Quantifi provides the most comprehensive, accurate and intuitive financial development library available.
Trusted Models That Deliver Results
If your analytics are not meeting your needs, it can mean that you are not able to take advantage of opportunities in the marketplace.
Take Advantage of Relative Value Credit Opportunities with Advanced Bond Analytics
This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.
contact us
Technology tailored to you
