Quant On Demand API

Quant On Demand API

The first plug-and-play API for cross-asset derivatives valuation, XVA and risk analytics.

Request your free API trial key and start analysing your derivatives portfolio in a matter of minutes.

Not a developer? Take a look at our Excel add-in.

Licences starting from £2k/month.

All your derivatives analytics needs, in one API.

All your derivatives analytics needs, in one API.

  • Compatible with all programming languages

  • Powerful and reliable

  • Bank-grade security

  • Clear and thorough documentation

  • Ready to integrate

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POST https://api.quantondemand.com/v1/cva
{
  "nettingSetsDefinitions": {
    "counterparty": "CPTY",
    "csaDetails": {
      "threshold": 0,
      "minimumTransferAmount": 50000,
      "marginPeriodOfRisk": "2W",
      "eligibleCollaterals": {
        "currencies": ["EUR", "USD", "GBP"],
      }, ...
    }
  },
  "portfolio": [
    {
      "tradeId": "t-00001",
      "tradeType": "Swap",
      "legs": [
        {
          "legType": "Floating",
          "currency": "EUR",
          "payer": true,
          "schedule": {...},
          ...
        },
      ],
    },
  ]
}