Available on IBM watsonx Orchestrate
Capital Markets · Quantum Pricing

Derivatives, valued and priced right.

In plain English: Independent derivatives valuation for fixed-income desks, valuation teams, and quants — option prices with full risk sensitivities, yield curves, fair-value marks, and volatility surfaces, every result audit-ready.

How to use it →See capabilities
√N
faster pricing
34%
accuracy gain · HSBC
50+
OTC venues
7-yr
audit retention
What it does

Derivatives & Options Pricing Intelligence.

Quantum Pricing produces fast, defensible valuations across rates and credit. Each price comes with the risk numbers your desk needs and a sealed record your auditors can verify.

Capabilities

What you can ask it to do.

Each capability is available the moment you add Quantum Pricing to your watsonx Orchestrate workspace — just ask in plain language.

Option pricing & full Greeks
Price options and derivatives with delta, gamma, theta, vega and rho in one call.
capability
Yield-curve construction
Build clean fixed-income curves (Nelson-Siegel-Svensson and spline fits).
capability
Independent fair value
Fair-value marks mapped to ASC-820 / IFRS 13 levels for your valuation file.
capability
Credit-spread analysis
Decompose a credit spread into its underlying drivers.
capability
Volatility surfaces
Build implied-vol surfaces (SABR, Heston, local-vol).
capability
Credit-risk sampling
Estimate credit risk across a book quickly and consistently.
capability
Bond price discovery
Find the best available price across 50+ OTC venues.
capability
Relative value
Spot rich and cheap names across comparable instruments.
capability
Price-impact estimate
See likely market impact before you send an order.
capability
Audit-ready by default
Every valuation sealed for SEC 17a-4, FINRA 4370 and MiFID II.
capability
How to use it

Three steps in watsonx Orchestrate.

1
Add the agent
In watsonx Orchestrate, open the agent catalog and add Quantum Pricing to your workspace. No setup or code required.
2
Ask in plain language
Type what you need in the Orchestrate chat — Quantum Pricing picks the right capability automatically. No commands to memorize.
3
Get a sealed result
You get your answer plus a tamper-evident record you (or an auditor) can verify independently.
Example — type this in Orchestrate
"Price a 6-month at-the-money call on this name and give me the full Greeks."
What comes back — Returns the option value plus delta, gamma, theta, vega and rho — with a sealed valuation record you can hand to audit.
Need a hand?
Talk to the team that built it — [email protected]
Support hours
9am – 6pm EST · Mon–Fri
Standards & compliance

Built to the standards your team answers to.

Quantum Pricing is designed to support the regulations and standards relevant to capital markets. Confirm applicability with your own compliance team.

ASC-820IFRS 13SEC 17a-4FINRA 4370MiFID II