Price fixed-income, the boring way.

Numeraire is a JAX-native pricing engine for interest-rate and inflation derivatives, exposed over a hosted HTTP API. Same call shape as the local engine — numeraire.configure(api_key=...) is the only line you add at the top of a script.

import numeraire as nm
from numeraire import OIS, Date, PricingModel, Position, RequestTypes
 
nm.configure(api_key="...")
 
# Construct, price, read NPV. No infra to run, no JAX install.
result = position.calculate(model, requests=[RequestTypes.VALUE])
print(result.value.amount)

→ 5-minute quickstart → Concepts → API reference

What it does

• Bootstrap multi-currency curves (OIS, XCCY, ZCIS) from market helpers. Bit-identical to QuantLib at float-tolerance, plus deterministic replay for audit.
• Price swaps, swaptions, caps/floors, asset-swaps, inflation-linked bonds, fixed-coupon bonds. Single-position or batched portfolio.
• Compute risk to order 3 (delta + gamma + speed), per pillar, with cross-gamma blocks for XCCY.
• Versioned CSAs with 4-eyes governance — store, approve, resolve bitemporally.

What’s stable today

• HTTP API: v1.26.1.
• Python client: pip install numeraire-client at v1.26.1.
• Cloud endpoint: https://api.numeraire.dev.

The HTTP wire shape has been stable since v1.14.0 — your code against v1.14.x runs unchanged against v1.26.1.