Market-validated models that incorporate industry best practices and leading research to provide timely, accurate and independent valuations.
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.
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.