Rates · Credit · FX · AI

Price the curve.
Trade the spread.
Ask your desk.

Qantiva builds fixed income analytics and AI for funds and trading desks. Our workstation builds the curves, prices the basis and explains the risk, and our team wires it into your data, your models and your workflow.

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BloombergLSEGClaudeAWS · Azure
Qantiva · Curves Live
OIS Govt Credit
1Y 2Y 5Y 10Y 30Y spread
Illustrative
TY · CTD Net basis · Implied repo
Ask Qantiva “Bucket my PV01 on the 10s”
Coverage

One stack across the asset classes your desk trades.

Rates

OIS and government curves, swaps, bond futures basis, repo and vol.

 New

Credit

Spread curves, z-spread and asset-swap analytics, CDS and bond–CDS basis.

FX

FX swaps, cross-currency basis and FX option vol surfaces.
The platform

Qantiva Workstation

A bond-basis and curve workstation built to desk standards: every curve traced to its quotes and fixings, every number exact or flagged.

  • SOFR, €STR and SONIA curves, plus a SOFR curve stepped on FOMC dates
  • Government curves: constant-maturity, on-the-run and fitted
  • Futures basis: CTD, delivery option, option-adjusted basis
  • Term repo off the OIS curve, plus specials
  • Bucketed PV01, curve Jacobian and P&L explain
  • Scriptable over REST from the CLI, Python, TypeScript, C#, Java or Claude
See every module
Basis · TY Dec
DeliverablePriceGrossNetImpl. repo
CTDUST 4.125 Nov-32101-14+6.21.84.21%
UST 3.875 Aug-3399-2218.99.43.88%
UST 4.375 May-34102-0331.521.03.52%
UST 4.000 Feb-3499-30+27.717.63.61%
Basis in 32nds · illustrative data
What's the CTD for TY Dec, and how much is the switch option worth at 80bp vol?
bond_universebasis_analysis
The 4.125% Nov-32 is cheapest to deliver, with net basis 1.8/32 and implied repo 4.21% against 4.05% term repo. At 80bp yield vol the delivery option is worth 1.6/32, so the option-adjusted basis is +0.2/32. Illustrative
AI on the desk

Claude, wired into your curves.

Our AI analyst calls the same pricing engine your traders use. Ask in plain English and get numbers you can trace back to quotes, fixings and curve versions, with no guessing.

Custom agents Scheduled reports Data stays in your cloud

See it on your own book.

We'll build your curves, price your positions and show you the workstation live in one session.

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