Quantum qScript is a proprietary VBA-like scripting language, purpose built for ABS. It combines the power of a C-compiler with server parallelization, to unlock total precision, flexibility, and speed over how your collateral and liability cash flows are generated.
Users (eg investors) can either utilize predefined scenarios or generate their own. Through qScript, modelers have total control over which stress variables (or vectors) are available and how they impact the cash flows mathematically.
Quantum utilizes a C-compiler with server parallelization (which spreads the calculation across multiple servers), delivering 50-100x the computation speed of comparable models in Excel or Python, enabling high performance cash flow generation and faster optimization.
Modelers can instantly deploy over a dozen templated reports for a consistent view of asset and deal performance, regardless of asset type. All reports can be modified and accessed via web and API and are bulk downloadable into a clean, client-ready excel file.
Securely share models via URL or with role-based permissions. Versioning is available out of the box, ensuring stakeholders always see the most up to date cash flows.
By distributing models via URL, Quantum offers perpetual visibility into stakeholder (investor) engagement, long after the deal prices.
Quantum’s enterprise grade APIs can access any permissioned model, programmatically generate model scenarios, and run thousands of simulations within minutes utilizing our autoscaling infrastrucutre. Embed analytics into internal systems, build solvers, and more.
Dynamic and stressable Quantum cash flows (and all other reports) can instantly be shared with external stakeholders (eg investors and rating agencies), via URL, and at no cost to the recipients, unlocking full distribution and reducing dealer scenario requests.
Quantum offers over a dozen reports, solvers and cash flow debuggers that can instantly be deployed into any modeled transaction. All outputs are available via web and API.
Bond Cash Flows
Collateral Cash Flows
Credit Enhancement (per period per tranche)
Decrement Table
Price / Yield Table
PV of Residual Cash Flow
Trigger Status
Weighted Average Lives
Solver (Break-Even)
Cash Flow Tracker (debugger)
Quantum differentiates and outperfoms across a number of criteria relative to Excel, Python, legacy solutions and the terminal.
