Precise Valuations Every Time
With FINCAD’s powerful analytics, you can value and manage the risk of your derivatives and fixed income portfolios any way you like, with confidence.
New Research: SOFR and Implied Volatility for Interest Rate Caps and Floors
As alternative rates like SOFR are promoted as replacement benchmarks for USD Libor, there is growing interest in caps and floors with alternative rates as underlying. But challenges related to pricing and risk management of these derivatives are clear, due to the lack of liquidity and available market data. Learn more in our newly released whitepaper.
Firms that stay ahead of the curve use FINCAD
We value FINCAD’s expertise and would not hesitate to contact them for future needs as they arise.
All in all, we are pleased to say that every one of the goals we laid out for our FINCAD solution has currently been met.
FINCAD provides reliable and accurate independent bond prices and allows us to respond swiftly to market changes.
Having the ability to move our risk reporting from a once monthly to a daily function has made a world of difference.
FINCAD has given us access to timely, accurate risk data, and the freedom to price a multitude of different instruments.