Quantra: open-source derivatives pricing<br>q">

Open source · AGPL-3.0 · Built on QuantLib<br>An open derivatives pricing platform.

Quantra prices interest-rate, credit, inflation and equity derivatives on<br>your own infrastructure: a C++ QuantLib engine, a Python orchestration API and a web<br>portal, in a single repository.

View on GitHub<br>Try the live demo

$ git clone https://github.com/joseprupi/quantra

$ cd quantra && docker compose up

→ portal ready · http://localhost:5173

Market data<br>Connect market data

Quantra ships with connectors for four public sources (the Bank of England,<br>the US Treasury, the ECB and FRED) and a pipeline that normalises everything into one<br>catalog your curves and products price from. Plug in your own feeds through the same<br>interface: licensed vendors, internal systems, or plain CSV. How ingestion and scheduling<br>work is covered in the documentation.

see it running on live data at app.quantra.io

The platform<br>Six products, and the pipeline behind every price

RatesInterest-rate swaps

Vanilla fixed-for-float off real OIS curves, custom or catalog indices on the float leg.

RatesBonds

Fixed and floating-rate bonds priced off government or swap curves, MD-resolved quotes.

VolatilitySwaptions

Constant and ATM-matrix vol surfaces, a sampling workbench, Hull-White calibration.

CreditCDS

Credit curves from par spreads or flat hazard, protection legs priced through QuantLib.

EquityEquity options

European options on Black vol surfaces with dividend and rate curve inputs.

InflationInflation swaps

ZCIIS and year-on-year swaps on CPI/HICP indices with real fixing histories.

Every price ships with its trace : the inputs,<br>the resolved market data, and the exact request the engine saw. Open the Investigate view<br>and follow the number back to its sources.

Architecture<br>System overview

portalReact web client

orchestratorFastAPI · pricing + data API

quantraserverC++ · QuantLib · stateless

market dataread-only internal API

Postgresapp.* user data · md.* market data

ingesterBoE · UST · ECB · FRED daily

The engine never touches the database; the request-path services can’t write market data. Least privilege by construction.

Code<br>Two repositories

Platform &middot; AGPL-3.0<br>joseprupi/quantra

The application: web portal, pricing and data API, market data services, database<br>schema, and the docker compose that runs the whole stack. This is the repository you<br>clone to run or contribute to Quantra.

Engine &middot; BSD<br>joseprupi/quantraserver

The pricing engine: a stateless C++ gRPC server built on QuantLib. A separate<br>project with its own releases, usable on its own without the platform.

License<br>What the license means

The platform is AGPL-3.0 : use it, modify it, run it commercially, and if you<br>offer a modified version as a service, share your changes. The pricing engine is<br>BSD , like QuantLib itself.

Get started<br>Three ways in

Self-hostdocker compose up

Clone the repo and start the full platform on your machine. Real market data ingests<br>on first boot; the portal is live in minutes.

Browserapp.quantra.io

The public demo runs the same build on real Bank of England and Treasury data. Price<br>a swap right now, nothing to install.

Sourcegithub.com/joseprupi

The platform (quantra) and the engine<br>(quantraserver), all on GitHub.

Contact<br>Questions, ideas, problems

Send a note: a bug, a feature you need, or anything about running Quantra.

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