Quantra — Financial Derivatives Pricing, as an API

Now in public beta

Production-grade pricing engine powered by QuantLib. Price bonds, swaps, caps, swaptions, and credit derivatives via REST API — or use the Quantra Portal to build curves, manage market data, and price interactively.

See how Quantra compares to Bloomberg SWPM-OV: Swaption comparison →

curl -X POST https://api.quantra.io/price-fixed-rate-bond \
  -H "X-API-Key: YOUR_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{
    "pricing": {
      "as_of_date": "2025-06-15",
      "curves": [{
        "id": "discount",
        "day_counter": "Actual365Fixed",
        "interpolator": "LogLinear",
        "bootstrap_trait": "Discount",
        "points": [
          { "point_type": "DepositHelper", "point": { "rate": 0.043, ... } },
          { "point_type": "SwapHelper",    "point": { "rate": 0.035, ... } }
        ]
      }]
    },
    "bonds": [{
      "fixed_rate_bond": {
        "face_amount": 1000000,
        "rate": 0.045,
        "schedule": { "effective_date": "2025-01-15", "termination_date": "2030-01-15", ... }
      },
      "discounting_curve": "discount"
    }]
  }'


{
  "bonds": [{
    "npv": 1032876.54,
    "clean_price": 103.29,
    "dirty_price": 105.17,
    "yield": 0.0389,
    "macaulay_duration": 4.31,
    "convexity": 21.42
  }]
}

import requests

API_KEY = "YOUR_API_KEY"
BASE    = "https://api.quantra.io"


request = {
    "pricing": {
        "as_of_date": "2025-06-15",
        "curves": [{
            "id": "discount",
            "day_counter": "Actual365Fixed",
            "interpolator": "LogLinear",
            "bootstrap_trait": "Discount",
            "points": [...]  
        }]
    },
    "bonds": [{
        "fixed_rate_bond": {
            "face_amount": 1_000_000,
            "rate": 0.045,
            "schedule": { ... }
        },
        "discounting_curve": "discount"
    }]
}

resp = requests.post(
    f"{BASE}/price-fixed-rate-bond",
    json=request,
    headers={"X-API-Key": API_KEY}
)

bond = resp.json()["bonds"][0]
print(f"NPV:      ${bond['npv']:,.2f}")
print(f"Duration: {bond['macaulay_duration']:.2f}")
print(f"Yield:    {bond['yield']:.4f}")

Integrate into your systems

Send JSON, get pricing results. Authenticate with an API key and call any endpoint from your code, spreadsheets, or automation pipelines.

All products available as POST endpoints
Bootstrap yield curves from market instruments
Multi-curve framework with OIS discounting
Full OpenAPI specification included

Get started with the API →

Price from your browser

A web application for managing market data, building yield curves, and pricing instruments — no code required. Create API keys, set up curve sets, and see results instantly.

Manage quotes, indices, and curve sets visually
Price fixed and floating rate bonds interactively
Create and manage your API keys
Global as-of date for consistent valuations

Open the Portal →

Fixed Rate Bonds

NPV, clean/dirty price, yield, duration, convexity, and detailed cash flow analytics.

API + Portal

Floating Rate Bonds

Floating rate notes linked to any IBOR or overnight index, with customizable spreads and day counts.

API + Portal

Interest Rate Swaps

Vanilla fixed-for-floating swaps with full leg analytics, fair rate, and cash flow detail.

API + Portal

Forward Rate Agreements

FRA pricing with implied forward rates and settlement date calculations.

API

Caps & Floors

Interest rate caps, floors, and collars with caplet/floorlet-level detail.

API

Swaptions

European swaptions with volatility surface support and Greeks.

API + Portal

Credit Default Swaps

CDS pricing with hazard rate curves, fair spread, and default/premium leg NPVs.

API

Yield Curve Bootstrapping

Build curves from deposits, FRAs, futures, swaps, OIS, and cross-currency instruments. Extract discount factors, zero rates, and forwards.

API + Portal

Powered by QuantLib

Industry-standard C++ pricing library used by major banks and financial institutions worldwide. Battle-tested and continuously improved since 2000.

Sub-millisecond latency

Native C++ implementation with optimized serialization. No Python overhead, no cold starts. Price thousands of instruments per second.

Multi-curve framework

Full support for OIS discounting, tenor basis swaps, cross-currency curves, and FX-implied curves. Real-world multi-curve setups out of the box.

Open source core

The pricing engine is fully open source. Audit the code, run it locally, or contribute improvements. No black boxes.

Portal included

Not just an API — a full web application for managing market data, building curves, and pricing instruments interactively.

Open source at heart

Quantra's pricing engine is fully open source. We believe financial infrastructure should be transparent, auditable, and community-driven. The managed API adds convenience, scalability, and support — but you can always run it yourself.

View on GitHub

Ready to get started?

Open the Portal public demo to get your API key and start pricing in minutes.