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FINCAD offers the most transparent solutions in the industry, providing extensive documentation with every product. This is complemented by an extensive library of white papers, articles and case studies.

Brazilian Swap

A type of swap where the floating rate is calculated using the Average One-Day Interbank Deposit rate (aka CDI rate, or overnight DI rate) which is an annual rate and is calculated daily by the Central of Custody and Financial Settlement of Securities (CETIP). It represents the average rate of all inter-bank overnight transactions in Brazil. The swap has only one payment, which occurs at maturity.

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F3 Video

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F3 Brochure

Portfolio valuation and risk analytics for multi-asset derivatives and fixed income.