QUANTUM MODEL MAKER
Quantum supports almost any collateral and liability (waterfall) logic.
Agency / Non-Agency RMBS
Auto Floorplan
Auto Lease
Auto Loan
CMBS
CLOs
Consumer Loans
Credit Card (Static+Master)
Data Center
Device Payment Plans
Equipment
Fiber
HELOC
Intermodal
IP Royalties
Litigation Finance
LP / GP Waterfalls
Manufactured Housing
MuniCDOs
Pace
RMBS
Solar
Student Loans (FFELP+PSL)
Triple Net Lease
Agency / Non-Agency RMBS
Auto Floorplan
Auto Lease
Auto Loan
CMBS
CLOs
Consumer Loans
Credit Card (Static+Master)
Data Center
Device Payment Plans
Equipment
Fiber
HELOC
Intermodal
IP Royalties
Litigation Finance
LP / GP Waterfalls
Manufactured Housing
MuniCDOs
Pace
RMBS
Solar
Student Loans (FFELP+PSL)
Triple Net Lease
There are only two engines with Model Maker capability. Quantum is the onlyengine that offers you the ability to model the Collateral. This flexibility ensures more accurate cash flows and stresses, and better support for esoterics.
Collateral is modeled using Quantum qScript, a proprietary syntax as simple as Excel VBA, but with the power of a C-language compiler, for simpler scripts and a 10-20x performance boost.
Modelers upload a data tape as-is (Quantum supports unlimited rows), call the necessary columns with a few lines of code, and articulate the mathematical logic.
Modelers have complete control over how the collateral is modeled and stressed, with the ability to project stress variables (and vectors) to the investors' scenario builder (in the Reports tab).
Modelers can compare changes, create custom templates, utilize Quantum's templates, or leverage qPilot, Quantum's LLM capable of generating scripts, resolving errors, and incorporating stratification logic.
qScript can model CDOs, credit risk transfers, forward flows, LP/GP waterfalls, master trusts, reinvestment periods, repo facilities, revolving trusts, static pools, and warehouses.
Once the collateral is modeled, the cash flows are available to users on the Reports tab, and to the Liability Engine, which leverages them in the priority of payments.

Quantum's liability engine is fast, flexible, AI-enabled, and supports almost any transaction mechanic.
Quantum's liability engine ingests cash flows generated by the collateral model (using the client-provided data tape and modeled qScript).
Modelers then define the capital structure, collection accounts, expenses, triggers and priority of payments logic. They can script from scratch, utilize templates, or leverage our AI qPilot.
Modelers have total control over the script, can compare changes, revert to prior versions, and control which stress variables (or vectors) are accessible to investors in the Reports tab.
The liability engine, which contains the complete collateral and liability model, leverages Quantum's C-compiler and server parallelization, for high performance cash flow generation.
Modelers can utilize debugging reports that easily track cash flows at each step and period.
Modelers can then implement any of Quantum's growing library of reports, which offer tremendous flexibility, ease of implementation and consistency across deals.

Permissioning and version control are two of the biggest challenges with Excel and legacy engines. Quantum outperforms on both.
Quantum analytics and Model Maker are web-based, enabling deal teams to quickly share access without file size or licensing constraints. Where firms utilize FINSIGHT SSO, that too is enabled.
Quantum models support role-based permissions: view+download of Reports, view only of the Model Maker, and view and manage of the Model.
Quantum models can be shared explicitly (via email) or via a deal-specific URL+Entry Code, enabling stakeholders to access a Quantum model without a license or friction.
Version control exists at the project level, so a single link contains the history all iterations (or typically roll-forwards) of a deal model and will always display the latest version first.
Model analytics give modelers full real-time visibility into model access.

Quantum reports and solvers can be instantly deployed into any model, saving hours in implementation time, reducing errors, and ensuring consistency across models.
While modelers can view Reports and Model Maker, investors only access the Reports tab.
The Reports tab showcases transaction documentation (eg the OM and remits), the Model Scenarios configuration, and a list of all reports available to a model.
Report viewers can view pre-baked Deal Scenarios (often what is shown in the OM's decrement tables) or configure custom Mode Scenarios.
Report viewers can download a single report into Excel or easily bulk download multiple reports across multiple scenarios, into a single "committee-ready" Excel file.
Quantum offers over a dozen collateral reports, liability reports, and solvers which are consistently available to any modeled transaction via the GUI and API.

Cash traps
Reinvestment periods
CDOs
Repo facilities
Credit facilities
Re-remics
Credit risk transfers
Revolving trusts
Forward flows
Static pools
Liquidity tranches
Tax credit structures
LP/GP waterfalls
Triggers (early am, DSCR, OC, EOD, etc)
Master trusts
Upsizing
NIM (net interest margin)
Variable coupons (net WAC, step-up, ARD interests)
Pass-throughs
Warehouses
Prefunding
Whole loan pools
A NEW PARADIGM IN MODELING
Quantum's ease of use, support of asset classes, and stakeholder accessibility unlock totally new capabilities.
It's fast
+10x faster
Quantum qScript is easy to onboard, implement, and debug, and orders of magnitude faster at compute than comparable Excel and Python scripts.
Learn it within 2 weeks
for modelers to onboard
Free to share
investor access to model reporting
It's scalable
-75% the price
Quantum's licensing fees are a fraction of the cost of legacy solutions, while offering significantly more capability, broader access, and easier API integration.
Fully supported
by Quantum's expert modelers
99.9% uptime
platform reliability and performance