High Throughput, Real-time computational products

QSpace is a Real time high throughput quantitative computational pricing engine for Interest rate products and OTC instruments, we facilitate right decisions in the right time with high precision and accuracy. We facilitate heterogeneous data sources (Bloomberg, Reuters, and others) to pricing engine for reliability & high availability.

Our QSpace pricing engine is efficient in real time pricing of Interest Rate swaps, swaptions & options, andextendable to derivatives using Block Sholes, binary, Markov hidden Models, Arbitrary Pricing Theory, Black litter man model efficient frontier for portfolio optimization.

QSpace answers what-if Scenarios using simulation and learning algorithms about past and future multiple Capital market events and Global events.