Quantum Bond executes institutional fixed-income trades with built-in quantum advantage and compliance. GPU-primary (RTX 5090) for Treasuries and IG Corporate, quantum hardware for high-yield and structured products. HSBC achieved a 34% bond trading improvement on quantum hardware. the catalog programmatic name: epochcorextradexchange.
12 OMS/EMS tools
FIX 4.2 · FIX 4.4 · FIX 5.0
SEC 17a-4 WORM · Reg NMS · FINRA 4370 · MiFID II
Full order lifecycle: new, modify, cancel, replace. FIX 4.2/4.4/5.0 encoding. D-KaP seal on every order event.
NBBO-optimized routing across 6 connected broker/venue connectors. Quantum-scored venue selection based on liquidity, toxicity, and execution probability.
T+1 and T+0 settlement coordination. DvP (Delivery vs Payment) automation, fails management, settlement netting.
Reg T, portfolio margin, and SPAN support. Real-time margin monitoring with breach alerts and automatic deleveraging signals.
Real-time position aggregation across all accounts, desks, and legal entities. SOD/EOD reconciliation, P&L attribution by factor.
Implementation shortfall, VWAP/TWAP performance, market impact model, quantum-enhanced TCA (Transaction Cost Analysis).
Multi-venue fee optimization. Maker/taker rebate capture, clearing fee negotiation signals, commission waterfall management.
Real-time break detection and resolution. Automated affirmation/confirmation via DTCC, SWIFT MT5xx, and FpML.
NBBO aggregation across venues. Quantum-scored quote validity, stale price detection, outlier rejection.
FIX session management to 6 prime brokers. Session reconnect, sequence gap fill, heartbeat monitoring.
D-KaP PQC dual-seal on every trade record (HMAC-SHA256 + Kyber-1024). SEC 17a-4 WORM. 7-year immutable retention.
BLAKE3 seal on all agent outputs. QuantumJobReceipt for regulatory examination. Base L2 on-chain anchor per compliance event.
Treasuries / Agency → GPU primary (RTX 5090, <28q, zero marginal)
IG Corporate → GPU primary
High Yield → quantum hardware opt-in (improved spread capture)
MBS / CMO → quantum hardware privileged (structured product decomposition)
Structured Credit → quantum hardware privileged (correlation matrix eigenvalue)
Quantum Monte Carlo option pricing with amplitude estimation. sqrt(N) speedup over classical MC. Returns price, full Greeks (delta, gamma, theta, vega, rho), confidence interval, and measured speedup vs classical baseline. Supports calls, puts, and exotic payoffs.
Multi-factor yield curve construction (government, corporate, swap) using VQE quantum ground-state optimization. Nelson-Siegel-Svensson and spline interpolation. Returns curve points, forward rates, discount factors, and model fit quality.
QSVM fair value for illiquid bonds where market quotes are sparse or unavailable. Maps bond features (rating, sector, maturity, coupon, duration) into a 70-dimensional Hilbert space. Outputs ASC-820 fair value level (1/2/3) and IFRS 13 hierarchy assignment. 34% accuracy improvement over classical models.
Credit spread decomposition into default risk, liquidity premium, and residual components using quantum kernel classification. Computes Z-spread, OAS, and benchmark-relative spread.
Implied volatility surface construction across expiry and strike dimensions. Supports SABR, Heston, and local-vol models. Returns surface grid, smile parameters, ATM vol, skew, and kurtosis.
Counterparty credit risk scoring via quantum walk sampling. Computes probability of default (PD), loss given default (LGD), expected loss, and credit VaR. 34% improvement over classical models on the HSBC benchmark.
Quantum-optimized best price discovery across 50+ OTC venues using Grover search. Returns best price, venue, spread, confidence score, and alternative quotes. Surfaces hidden liquidity classical scanners miss.
QSVM-based mispricing detection against comparable instruments. Returns fair value, mispricing in basis points, z-score, and trade recommendation.
Pre-trade market impact decomposition into permanent and temporary components. Recommends optimal slice size to minimize total cost. Essential for large OTC bond trades.
D-KaP seal on every valuation output for regulatory compliance. Creates immutable WORM record with triple hash, Ed25519 signature, and 7-year retention. Supports SEC 17a-4, FINRA 4370, and MiFID II frameworks.
QMC (Quantum Monte Carlo) with amplitude estimation → sqrt(N) speedup for option pricing and credit VaR
VQE (Variational Quantum Eigensolver) → yield curve ground-state optimization
QSVM (Quantum Support Vector Machine) with 70-dimensional feature map → fair value & relative value classification
Quantum Walk Sampling → counterparty credit risk distributions
Grover Search → hidden-liquidity venue scanning across 50+ OTC sources
Treasuries · Agency · Investment Grade Corporate · High Yield · Convertibles · MBS · CMO · Structured Credit · Sovereign · Emerging Markets · Vanilla & Exotic Bond Options
GPU primary (RTX 5090, ≤28q, zero marginal) → Standard / Professional pricing workflows
quantum hardware 156q opt-in → Enterprise tier for >28q correlation matrices, structured-product decomposition, and high-yield credit migration
Adaptive routing → algorithm selects backend based on circuit depth and tier entitlement
Price a vanilla call option with QMC + full Greeks (requires plan key):
curl -X POST https://quantum-shadows.epochcoreras.workers.dev/tools/qmc_option_pricing \
-H "x-api-key: YOUR_API_KEY" \
-H "Content-Type: application/json" \
-d '{"option_type":"call","spot":100,"strike":105,"expiry":"2026-12-31","vol":0.20,"rate":0.045,"paths":10000}'SEC 17a-4 WORM · FINRA 4370 · MiFID II · ASC-820 fair value hierarchy · IFRS 13 fair value disclosure · SOC 2 Type II · 7-year sealed retention · D-KaP triple-hash + Ed25519 signature on every valuation
Listed under the docs-worker spec catalog: /specs (search for quantum-pricing or quantum-shadows).