Quantra.io, a quantitative finance API made with Quantlib
Quantra: a derivatives pricing platform built on an open source C++ QuantLib engine, with a Python orchestration API and a web portal.
Quantra.io, a quantitative finance API made with Quantlib launched on July 24, 2017 with 90 votes, #461 of 2,972 launches that month and more than 90% of that year's launches. The site was still online in September 2026, 9 years on.
In plain words
Quantra.io is a derivatives pricing platform that uses an open-source C++ QuantLib engine to price bonds, swaps, swaptions, and credit derivatives. It serves quantitative finance teams and financial institutions that need production-grade pricing accessible via REST API or web portal. The platform runs on users' own infrastructure and includes a Python orchestration API, built-in connectors to major financial data sources like the Bank of England and US Treasury, and the ability to integrate custom data feeds.
written from the facts on this page · September 2026
From the sources
Production-grade derivatives pricing powered by QuantLib. Price bonds, swaps, swaptions, and credit derivatives via REST API or the Quantra Portal.
Quantra prices interest-rate, credit, inflation and equity derivatives on your own infrastructure: a C++ QuantLib engine, a Python orchestration API and a web portal. Quantra ships with connectors for four public sources (the Bank of England, the US Treasury, the ECB and FRED) and a pipeline that normalises everything into one catalog your curves and products price from. Plug in your own feeds through the same interface: licensed vendors, internal systems, or plain CSV. How ingestion and scheduling work is covered in the documentation. Vanilla fixed-for-float off real OIS curves, custom or catalog indices on the float leg. Fixed and floating-rate bonds priced off government or swap curves,…from quantra.io
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