SOLUTION
Cross-Asset
Pricing Library
The kind of model library the big banks rely on, without the complexity and cost of building it yourself.
Eliminate Complexity
Serious Analytics, No Heavy Lift.
If you're managing risk or pricing trades, you need analytics you can actually rely on. But building that kind of toolkit in-house? It’s slow, expensive, and hard to get right. Quantifi' pricing library gives you a ready-made library of fast, accurate models that you can plug in and use right away. It works how you work: Excel, Jupyter, Python, C# C++, Java APIs - whatever fits. And unlike other solutions, it’s not a black box. You get full transparency into the models and calculations, so you can understand, trust, and explain every number.
Skip the Build & Go Live Fast
Ready to use, quality models and production-ready examples and tools your team can deploy immediately - no build required.
Numbers You Can Trust
Feel confident about your outputs with accurate, transparent models, backed by the kind of brainpower usually locked inside Tier-1 banks.
You’re in Full Control
You can extend the analytics to new asset classes or products, integrate however you want & audit every calculation.
KEY FEATURES
Built on modern technology
Full Coverage Out‑Of‑The‑Box
From simple numerical routines to advanced pricing and sensitivity functions - ready to use from day one.
Built For Speed
Engineered for high-frequency use with multi-threaded, vectorised analytics and efficient numerical methods.
Cross-Asset Support
Covering Fixed income, credit, rates, FX, equities, and commodities and trusted by top global trading desks and specialist hedge funds.
Easy to Use
Intuitive structure separates models, numerical methods, data and business logic, making complex analytics simple to use.
Exceptional Support
Get help from experienced quants and engineers, with 15,000+ pages of docs and ready-to-run examples in Jupyter notebooks & sample Excel sheets.
Fully Inspectable Models
Object-oriented design lets you inspect, audit, and validate everything - no hidden inputs, no surprises.
Client Stories
Delivering excellence
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.
Better understanding
In-depth analysis
Achieve more, with less code
Developer-Friendly Design
Full Transparency & Control
Let's Talk!
Schedule a personalised demo today
Cross-asset analytics
Trusted models that deliver results
If your analytics do not meet your requirements, you could be missing out on new opportunities. Take advantage of industrial scale, cross-asset analytics that help you make the most of your data for better decision-making.
insights
Innovative thinking
Get Better Answers Faster With Quantifi’s Advanced Analytics
Achieve higher performance standards and accurate results with the fastest, most sophisticated, and comprehensive library of pricing and risk models available in the market today.
Upgrading your analytics without overhauling your risk system
The key to effective risk management lies not necessarily in scrapping existing systems but in enhancing them with complementary solutions that offer accurate and sophisticated analytics.
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.
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