DerivFabric by Ephiquant
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Platform

One pricing engine. Every surface governed.

From SDK to managed cloud to white-label deployment, every DerivFabric product runs the same engine, carries the same validation evidence and answers to the same model-governance system.

Reference architecture
LAYER 1 — CORE
Engine & Risk Grid
Rust workspace: pricers, models, curves, distributed sensitivities. Deterministic builds, rustdoc-documented.
LAYER 2 — CONTRACTS
APIs & governance
OpenAPI 3.1 REST, gRPC/protobuf and GraphQL. Model versions, approvals and audit evidence.
LAYER 3 — SURFACES
Studio, Cloud & Connect
Web workspace, managed cloud, embedded SDK and white-label products — all consuming the same contracts.
ENGINE

The pricing core

Rust library and SDK for pricing, curve construction and analytics. 102+ implemented and named product surfaces, 24 model modules and 93 registered pricer implementations, with conventions, assumptions and numerical profile exposed where the API returns a manifest.

Deterministic, reproducible builds
Rates, FX, equities, credit, commodities, inflation, hybrids
Rustdoc + Docusaurus documentation
CLOUD

Managed analytics APIs

The engine as a service: REST, gRPC and GraphQL surfaces with OpenAPI 3.1 and protobuf contracts, tenant isolation and governed usage metering.

POST /v1/pricing/<workflow>
{ "trade": "representative", "market": "your conventions",
  "evidence": "required" }
→ 200 · npv, dv01, evidence_ref, model_version
STUDIO

The web workspace

Structure, price and stress trades in the browser. Scenario grids, curve visualization and shareable, reproducible pricing sessions — every number traceable to a governed model version.

VALIDATE

Independent validation evidence

Independent pricing, reconciliation and model-validation reports your model-risk function can file. Every figure carries its model version, its conventions and a SHA-256 integrity reference.

RISK GRID

Distributed risk engine

Portfolio-scale sensitivities, scenarios and stress at grid scale. Elastic compute on the same deterministic core, so overnight risk reconciles with intraday pricing.

CONNECT

Embedded & white-label

Python, TypeScript, Rust, Go, Java or .NET SDK inside your fintech, broker, treasury or structured-product platform. Your brand, your deployment, our governed engine — with OEM licensing to match.

SERVICES

Implementation & advisory

Deployment, integration, model-governance design and quant advisory — the enterprise support layer behind every pilot and production rollout.

ACADEMY

Practitioner training

Courses on the platform, the models behind it and the governance practices regulators expect — for quants, risk teams and the engineers who integrate them.

Coverage

Coverage by mandate, not a public checklist

The headline numbers stay public. The exhaustive product, model and pricer matrix does not; during a pilot we map your representative trades against the maintained matrix and show what is covered, what is approximate and what should stay out of scope.

Equity & volatility
Vanilla, path-dependent and volatility-linked workflows, governed by model status and desk convention.
Rates & fixed income
Curve, swaption, callable-rate and cashflow analytics for front-office, risk and validation use cases.
Credit
Spread, survival and portfolio-credit workflows where assumptions need to be explicit and reviewable.
FX, inflation & hybrids
Cross-asset and structured workflows scoped from representative trades rather than a public inventory.
Models
Market-standard model families with versioning, limits and validation status exposed to reviewers.
Numerical methods
Analytic, lattice, finite-difference, Fourier and Monte Carlo families selected by evidence requirement.
Calibration
Curve and volatility calibration workflows with reproducibility and optimizer settings retained.
Portfolio & risk
Portfolio pricing, delta-normal VaR, stress testing, hedge optimization, XVA — CVA, DVA, FVA and KVA.
Contract DSL
Composable payoff language built from primitives, plus named structured-product routes where the payoff should be standardized rather than hand-authored.
Need to verify a specific product, model or pricer family? Request the pilot matrix →
Security & resilience

Evidence your reviewers can follow

Security, operational-resilience, validation and governed-AI specifications ship with the platform. Market-data redistribution rights are handled as a first-class concern, separate from analytics licensing.

Operational resilience
Business impact analysis, RTO/RPO per service tier, tested restores and a documented data-export path
Security controls
Identity and access, data protection, supply-chain and application security, each written down and evidenced
Private deployment
VPC or on-prem; your keys, your data boundary
Governed AI
AI assistance under the same evidence and approval rules

See the contracts before you commit.

OpenAPI 3.1 and protobuf contracts are shared for technical review before any commitment.

Request a pilot