These stories show how cipris’ pre-built accelerators deliver advanced quant capabilities, fast—reducing development overhead, enabling immediate deployment without sacrificing precision or regulatory readiness(*).
What the client needed:
A FinTech firm needed to integrate sophisticated SABR volatility modeling into their pricing library quickly, but lacked the resources to build, calibrate, and test from scratch.
What we did:
We delivered a pre-built SABR volatility modeling framework, fully calibrated and validated, which the client dropped into their existing pricing library. The package included calibration tools, implementation code, and validation workflows—ready for immediate use.
What the client gained:
(*) Some results are based on the founder's extensive experience at top-tier financial institutions.
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