C++ · SIMD
Sub-millisecond pricing core
A vectorised C++ engine that prices curves, swaps, swaptions and structured payoffs in microseconds — designed for active books, not batch reports.
QuantIndex Platform
A live agent on top of a cloud-native pricing & risk engine.
The QuantIndex platform combines a high-performance C++ pricing and risk library with a continuously running AI agent — the RV Scout™ — that watches curves, vol surfaces, baskets and correlations across asset classes and surfaces relative-value opportunities with diagnostics, not vague recommendations.
Proprietary technology·Patents pending·Trace-logged access·QuantIndex Platform™ & RV Scout™ are trademarks
Real C++ Engine Demo
Run the Quantindex server and download the output
Price a synthetic multi-instrument book, capture the run output, and download the JSON and CSV audit files.
Multi-instrument portfolio
Synthetic swaps, CDS, and swaptions across a large book, with downloadable run output for inspection.
CDS input
Swaption input
Ready to call Quantindex
Run the portfolio demo to create JSON and CSV output files.
Live · Python in your browserquantindex · v0.1
Price a GBP 10Y CMS swap
Imports quantindex, builds the SONIA curve, prices a CMS leg — all running in your browser.
price_cms.pyquantindex
import quantindex as qi# 1. Build the GBP SONIA discount curvecurve = qi.DiscountCurve("GBP", "SONIA")# 2. Define the CMS leg as a single dictcms_inputs = dict( notional = 25_000_000, cms_tenor = 10, leg_tenor = 5, pay_freq = 0.5,)# 3. Price it — first-order convexity correction, 20% volpriced = qi.price_cms_leg(curve, **cms_inputs, vol=0.20)print(f"PV: {priced.currency} {priced.pv:,.2f}")result = priced.to_dict()C++ Batch Pricing Server
Price a large institutional portfolio
Submit a synthetic book to the backend pricing contract and return aggregate PV, risk, buckets, and throughput metrics.
QuantIndex Engine
Cutting-edge by design.
Built from first principles for a modern active pricing & risk engine — fast, transparent, AI-native, cloud-scalable.
Live · agentic
AI agents in the loop
The RV Scout™ continuously scans curves, vol surfaces and correlations across asset classes and ranks ideas by Sharpe, liquidity and decay.
Rates · Vol · Credit · FX
Multi-asset, multi-currency
Rates, inflation, credit, FX and equity vol under one coherent calibration framework — no silos, no per-desk patchwork.
ECS · Fargate · K8s-ready
Cloud-native, elastic scale
Burst from one swap to a million Monte Carlo paths without rewiring infrastructure. Stateless workers, horizontal scaling, autoscaling on demand.
TDD · trace · audit
Test-driven & auditable
Every model is unit-tested, version-pinned, and trace-logged. Audit trails come standard — no opaque black boxes for risk and regulators.
Python · Pyodide · NumPy
Open Python interfaces
Live in-browser Python via the quantindex library. Reproducible notebooks, transparent models, the same code in research and production.
Product Modules
Seven modules. One institutional-grade platform.
Every module ships independently versioned and is available over REST API or as a managed SaaS workspace — pick the distribution that matches how your desk operates.
GAv2.4.1
Curve Construction
Audit-grade curves, end-to-end.
Build OIS, projection and discount curves with transparent, bootstrapped methodology — calibrated and ready for downstream pricing.
OIS · ZC inflation · IRS · IBOR fallback
APISaaS
GAv3.1.0
Derivative Pricing
One engine. Every payoff.
Price swaps, swaptions, caps, floors, bonds and structured payoffs through a single extensible engine with auditable analytics.
Swaps · Swaptions · Caps · Bonds · CMS
APISaaS
GAv2.0.3
Volatility Calibration
Surfaces that hold up under stress.
Calibrate SABR, Heston, SVI and local-stochastic vol surfaces with scenario-based sensitivity and clean model diagnostics.
SABR · Heston · SVI · LSV
APISaaS
GAv1.9.2
Portfolio Analytics
PnL and risk, sleeve by sleeve.
Aggregate positions, compute risk and attribute PnL across strategy sleeves with consistent measures across asset classes.
VaR · DV01 · Greeks · PnL attribution
APISaaS
Betav1.4.0
Credit Analytics
Bonds, spreads and migrations.
Bonds, bond-curve bootstrapping, CDS pricing, rating-migration matrices, and prepayment & late-payment modelling for credit portfolios.
Bonds · CDS · Rating migration · Prepayment
APISaaS
Previewv0.9.1
AI Relative-Value Scout™
An always-on quant analyst.
A continuously running agent that scans curves, vol surfaces, baskets and correlations — surfacing ranked, diagnostics-first trade ideas.
Live agent · Sharpe · liquidity · decay
SaaS
GAv1.2.0
Research Intelligence
Track the literature that moves models.
Track public papers, model references and documentation sources through a structured ingestion pipeline with licensing discipline.
Papers · models · sources · attribution
APISaaS
Live · Demo Console
AI Relative-Value Scout™
Rich/cheap detection · curve dislocations · vol anomalies
correlation breakdowns · ranked by Sharpe, liquidity, drawdown
QuantIndex RV Scout™
Initialising agent…
Quant Platform
Request institutional access
The QuantIndex platform is offered to institutions. Tell us about your firm and our sales team will be in touch — no payment now.