Governed derivatives intelligence infrastructure
Pricing you can explain. Risk you can govern. The layer between mathematical code and production use — validation, reproducibility, model governance, APIs and private deployment.
One governed stack, eight ways in
Every product shares the same engine, the same validation evidence and the same governance surface.
A pricing model is not a production system.
Getting a number is the easy part. Defending it to a model-risk committee, reproducing it six months later, and running it inside your own infrastructure is where teams lose quarters — and that is the layer DerivFabric sells.
Every result carries its model, version, conventions and numerical profile. Where a method is an approximation, we say so — in the API response, in the docs and in the report.
Two pilots, ninety days
Reconcile your book against an independent, source-linked pricing stack. Reproducible reports your model-risk function can file, with every number traceable to a published method.
Request the pilot proposal →White-label pricing and risk for fintechs, brokers, treasury and structured-product platforms. OpenAPI 3.1, gRPC and GraphQL contracts, six maintained SDKs, Rust-native performance and private deployment.
Talk to engineering →Representative model coverage, not a public inventory.
We publish enough to show the shape of the platform. The full model, product and pricer matrix is shared during pilot scoping against the trades you actually need covered.
Bring us a trade we should get right.
Send a representative trade, your conventions and your expected result. We will show you exactly where DerivFabric lands, and where it does not.