The Quant Assistant

Ask a ZARONIA question. Get the source, the calculation and the audit trail.

Grounded guidance

Answer transition questions with sources, not opinions.

Quant Assistant
Compound ZARONIA from 18 Jun to 18 Jul 2026.
The compounded ZARONIA over that period is 6.8765% (Act/365F, in arrears). S3
tool · compounded_zaronia [S3] SARB method Published SARB

Curated knowledge base

Grounded Q&A over a 56-document corpus: JIBAR cessation, the draft transition notices, and convention guidance for FRNs, loans, OIS, basis swaps, caplets, caps/floors and swaptions.

Validated citations

Factual answers are grounded in retrieved passages, and citation IDs are validated before display; click a chip to open the exact cited source passage.

Draft status surfaced

The 6 July 2026 draft transition notices are answered by legacy-product category, with draft status visibly qualified and never presented as final.

Reproducible calculations

Reproduce every accrual, down to the daily factor.

# Worked example
compounded_zaronia_between_dates(
  "2026-06-18",
  "2026-07-18")

# → compounded rate, Act/365F, in arrears
≈ 6.8765%
# audit data produced by the calculation engine

Fixings current through 20 Jul 2026

Official SARB fixings

Official ZARONIA from 2022-11-01 onward, refreshed on a schedule from the SARB Web API, with visible fixing coverage and opt-in proxy history for the earlier period.

Deterministic arithmetic

Lockout, weighted average, index, day count and accrued interest all run through deterministic Decimal arithmetic, so the same inputs always produce the same answer.

Audit trail built in

Audit data is produced by the calculation engine itself, so every accrual can be reproduced from published fixings and inspected daily factor by daily factor.

Indicative analytics

Explore schedules and pricing on clearly labelled data.

ZARONIA fixings · last 90 days
Demonstration curve Mock volatility User-supplied data

Schedules & fixing charts

ZAR business-day payment schedules and interactive fixing charts, generated directly from tool output, not hand-drawn illustrations.

Indicative OIS & cap/floor pricing

Deterministic, tested numerical routines price OIS and caps/floors on demonstration curves, mock volatilities or user-supplied market data.

Provenance on every result

Each result is labelled Published SARB, Demonstration curve, Mock volatility or User-supplied data, and never presented as live valuation.

Try It

Two cited questions, free, with no sign-up

The abuse-limited anonymous trial answers open, source-backed questions with citation chips. Calculation and pricing examples unlock with a free account.

"What replaces 3-month JIBAR after cessation, and under which draft notice?"

Grounded in the 6 July 2026 draft transition notices, by legacy-product category, with draft status surfaced.

"How is compounded ZARONIA in arrears defined for a quarterly FRN?"

Answered from the curated knowledge base with validated citation IDs you can open and read.

Open the Full App The embedded trial runs the same assistant; sign-in and saved conversations live in the full app.
In Practice

Four ways teams use it

Transition desk

"Which draft notice applies to this legacy property loan, and what changes at cessation?"

Product conventions

"Compare the lookback, payment lag and rounding for a quarterly FRN and a 3M caplet."

Operations and control

"Reproduce the accrual from published fixings and inspect each daily factor."

Indicative analytics

"Generate a ZAR business-day schedule and price an OIS using clearly labelled demonstration curves."

Capability Boundary

Official data on one side. Indicative analytics on the other.

Two clearly labelled lanes, so newer pricing capabilities never imply live valuation.

Historical · Official

Published SARB fixings, reproducible accruals

Official ZARONIA from 2022-11-01 onward, with opt-in proxy history for the earlier period. Scheduled refresh from the SARB Web API, with visible fixing coverage. Accrual calculations run in deterministic Decimal arithmetic.

Published SARB

Indicative · Preview

Demonstration data, clearly labelled

Schedules, charts and indicative OIS and cap/floor pricing run on demonstration curves, mock volatilities or user-supplied market data: deterministic, tested numerical routines, never presented as live valuation.

Demonstration curve Mock volatility User-supplied data

Provenance on every result: each demo result is labelled Published SARB, Demonstration curve, Mock volatility or User-supplied data. Draft notices and illustrative summaries stay visibly qualified, not hidden in a footer.
Controls

Implemented controls, explicit prerequisites

Authentication & access

Sign-up / login (fastapi-users) with a corporate-email allowlist; personal domains rejected. Abuse-limited anonymous trial.

Quotas & usage metering

Quota and usage metering are built in: token & request usage per user per UTC day, a 429 when exceeded, shown live in the header.

Admin controls

Superuser-only /admin lists every account's usage and can reset it, gated and rate-limited; admin actions are recorded in application logs.

Durable conversations

Authenticated multi-conversation history with rename, delete and resume, persisted in Postgres alongside users and usage.

Abuse & resource controls

Per-session rate limiting, brute-force guard on /auth/*, message caps, bounded history, idle auto-logout.

Fail-closed in production

Refuses to start without strong secrets and a closed allowlist; secure cookies and sanitised errors.

Prerequisites, stated plainly. Advisory use requires verbatim primary SARB / MPG extracts in the corpus and governing-document convention review. SSO, MFA, an immutable audit store and exportable audit packs are on the roadmap. Contract-specific conventions are configured ZARONIA conventions, implemented deterministically and covered by regression tests.
Deployment

Supported deployment patterns

Shared SaaS, dedicated environment and self-hosted deployment options: pick the pattern that matches your governance posture.

Cloud · Shared SaaS

Multi-tenant

Multi-tenant on our AWS, with fast onboarding and automatic model updates.

Best for agile desks & smaller institutions
On-premises · Self-hosted licence

Self-hosted

Assistant + deterministic engine behind the firewall; the calc core runs with no external API key.

Best for data-sovereign, highly regulated institutions
AWS deployment path. ECS behind a load balancer · RDS/Postgres for users, conversations and usage · Redis for shared rate-limit counters · S3 for fixings. Graceful by default: unset the shared stores and everything falls back to in-process memory and local SQLite: the single-process developer path, same code.

Quota & usage metering, native

Per-user, per-day token and request metering is built into the platform, the foundation for consumption models on any tier.

Assurance

Model-validation support (SR 11-7 / SARB model risk; IOSCO benchmark principles) is available as a professional service. Exportable audit packs are on the roadmap.

A controlled ZARONIA workbench

Source-grounded transition guidance, reproducible historical accruals and clearly labelled indicative analytics, with the boundaries stated on the page, not hidden in a footer.