In plain English: Quantum Pricing values the instruments the screen goes dark on — illiquid corporate bonds, OTC derivatives, credit — with a deterministic classical engine as the source of truth and real quantum methods alongside. Every valuation is sealed the moment it's made, for SEC 17a-4 / MiFID II retention.
Most corporate bonds don't trade on a given day. A mark still has to be struck — defensibly — for the close, for risk, for the auditor.
A valuation nobody can reproduce is a valuation nobody can defend. When the regulator asks "how did you get this," "our model" isn't an answer.
SEC 17a-4 and MiFID II want the mark, the inputs, and the method — immutable, time-stamped, 7 years. Most desks can't produce it on demand.
Every instrument is priced by a deterministic classical engine (QuantLib / SciPy / NumPy) — the audit-reproducible source of truth — with a real quantum method run alongside through EpochCore's Quantum Execution Service.
Price discovery across 50+ OTC venues, Z-spread decomposition, fair-value marks for the close. The illiquid names other desks skip.
Full Greeks on the BS-PDE path, implied-vol surfaces (SABR / Heston / local-vol), price-impact estimates before you trade.
Quantum-amplitude-estimated credit risk over a Vasicek copula Monte-Carlo baseline — the tail, sampled where it matters.
Nelson-Siegel yield curves, relative-value rich/cheap, duration and convexity — the deterministic backbone, no quantum claim attached.
A working pricing terminal. Price a European option with full Greeks, or an OTC bond with duration and convexity — every mark is hashed and sealed in your browser the instant it's struck, exactly as the live agent seals to its WORM ledger.
The deterministic QuantLib / Black-Scholes engine strikes the mark. Reproducible by hand, every time.
A real quantum method runs alongside — exact GPU simulation ($0) by default, real IBM Heron on opt-in. The execution venue is labeled on every response.
Mark, inputs and method are sealed Ed25519 + post-quantum to a WORM chain — 7-year retention, verifiable by anyone.
Per-tool, the quantum method and the deterministic engine it runs against — exactly as documented for IBM technical due diligence.
Add Quantum Pricing to your watsonx Orchestrate workspace, or let the Prompt Builder wire it into a sealed, one-shot valuation chain.