Analytics

Value Derivatives and Fixed Income Portfolios with Confidence.

World-class Analytics Help You Make Informed Investment and Risk Management Decisions 

FINCAD’s best of breed analytics empower you to make informed investment decisions with confidence. Optimize your calculation of risk and return through simplified and direct control over the valuation and analysis of your derivatives and cash instruments. Our world-class libraries, which include predefined models, calculators and workbooks, make valuation for derivatives and fixed income products more accurate, flexible and powerful than ever. What’s more, our solutions are backed by a highly experienced team of technical professionals that are committed to your success. 

YOU'RE COVERED AND ALWAYS AHEAD

Pricing complex derivatives and cash instruments is often challenging. Vendors typically don’t offer coverage for exotic instruments, and building bespoke solutions internally involves considerable costs, complexity, and execution risk.

Instead, take advantage of FINCAD’s suite of analytics covering vanilla, structured and exotic instruments across all major asset classes. Our models follow industry standards and can be calibrated based on specific use cases, sophistication and relevant hedging decisions. Curves and volatility surfaces can not only be parameterized using a variety of approaches, but also enabled to include a range of market information, including liquidity and bid-offer.

Clients also use our valuation models as building blocks to configure customized trade types and create bespoke analysis workflows.

Additionally, our on-going investment in analytics makes it easy to adapt to market changes such as the sunsetting of Libor and the transition to new alternative risk-free rates (ARRs).  FINCAD’s analytics cover the prevailing ARRs and RFRs such as but not limited to SOFR, SONIA, €STR, TONAR, and SARON. We will extend our coverage in the future as markets evolve.  

For a complete listing of FINCAD instrument coverage, download our Coverage datasheet. 

Coverage Datasheet

NO BLACK BOXES. COMPLETE TRANSPARENCY. 

At FINCAD, we are committed to making derivatives simple to analyze. And, that means you won’t have to deal with black boxes. We consistently deliver unmatched transparency that is second to none. 

Users get full insight into calculations via sensitivities, greeks and scenarios as well as being able to view all market data and curves. Configuring modelling assumptions is easy and comprehensive. 

Plus, extensive documentation is available for our analytics, making it easy to understand what each instrument is, all the way down to the mathematical formulas used in each calculation. 

Read about the many benefits Nordic Bond Pricing (NBP) experienced using FINCAD for obtaining accurate bond prices. 

NBP Case Study

SCALES TO YOUR NEEDS

Whether you want to value one trade or hundreds of thousands, we have the right solution to meet your needs. Use FINCAD to quickly and seamlessly scale up as needed to handle increases in processing volumes, such as, the need to value large numbers of instruments. 

Discover how NWB Bank went from using three software providers for obtaining valuations on a portfolio of 6,000 positions down to just one, with FINCAD.      

NWB Case Study

TECHNOLOGY AGNOSTIC 

FINCAD’s proven technology also offers you the flexibility to access your valuation solution in a variety of different ways. Learn more about our Microsoft Excel, Python and Analytics SDK solutions. 

Microsoft Excel

Python

Analytics SDK

Stay Ahead of the Curve

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World-Class Analytics
Comprehensive Coverage
Pre-Configured Functions and Workbooks

Explore Resources

Case Study
NWB Bank Case Study
NWB Bank: Improving Valuation Accuracy with FINCAD
Case Study
Prescient logo
Prescient Fund Services: Pricing Complex Instruments with FINCAD
Case Study
TDC Case Study
TDC: Using FINCAD for Valuation and Risk of Complex Portfolios