Buy credits when you need them. No subscription. Credits never expire.
Pay-as-you-go pricing for deterministic finance compute — bond pricing, BSM Greeks, Monte Carlo VaR, equity DCF. Built for agents with bursty traffic and developers who don't want a monthly recurring charge for a side project. Live market-data endpoints (equities, filings) stay on subscription billing.
Three sizes. Same compute. Bigger packs cost less per call.
Prototype an agent. Wire up a side project. See the math return to the basis point.
- All compute endpoints (bond, BSM, VaR, DCF)
- All rates and FX endpoints
- MCP server access
- 60-day priority email support
Production agent traffic. Educational tools. Internal risk dashboards.
- Everything in Starter
- 17% volume discount vs Starter
- Webhook for low-balance alerts
- Per-endpoint usage breakdown
Heavy agent fleets. Embedded compute in client products. Bulk research workloads.
- Everything in Builder
- 33% volume discount vs Starter
- Auto-reload from saved card
- Direct Slack channel for incidents
Free tier still applies on top — you keep 100 compute calls per day for free, forever, regardless of how many packs you've bought. Live market-data endpoints (equities, filings) require a Plus or Pro subscription separately.
What every call costs.
Compute, rates, and FX endpoints are billed by credit. Live market-data endpoints are subscription-only because we pay metered third-party feeds for them.
Bond pricing, BSM Greeks, Monte Carlo VaR, equity DCF, rate curves (UST + EUR), macro indicators, FX rates and history. All flat at 1 credit per call.
Live equity snapshots, equity history, SEC filings, XBRL financials. These run on metered market-data feeds and require a Plus or Pro subscription.
Three real shapes of agent traffic.
Bond risk-screen agent
Claude Desktop with the Strata MCP server installed. The user pastes a list of 200 corporate CUSIPs; the agent solves YTM, duration, convexity, and KRD for each, ranks them by spread/duration ratio, and returns a sortable table — all in one conversation, no glue code.
Internal portfolio VaR cron
A nightly job at a small fund recomputes 95%/99% VaR and CVaR for 40 portfolios using Strata's Monte Carlo endpoint with 5,000 sims each. Results land in Slack at 6am. No risk system to license, no Bloomberg Terminal, just a curl in a GitHub Action.
Bond pricing teaching app
A finance instructor builds a Streamlit app that lets students input a bond's coupon and maturity and see live YTM-vs-price curves. The class has 80 students, each running the calc 30-50 times across the semester. Strata returns to QuantLib parity so homework grades match the textbook.
When to buy credits, when to subscribe.
- You're building an agent that runs in bursts
- You only need compute (no live market data)
- You're shipping a side project or prototype
- You want predictable upfront cost, no recurring charge
- Your usage shape is unpredictable month to month
- You need live market data (equity snapshots, filings, XBRL)
- You're using the four labs in the browser, not just the API
- You want exports, benchmarks, the full UI surface
- Your team is using Strata as a research terminal day-to-day
- You want priority support and the founding-member rate lock
Fair questions.
Get a key. Buy a pack. Ship.
100 free calls/day forever. Buy a Starter pack the day you outgrow it. No subscription required, ever.