Resources

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.

Business Day Convention

Used to determine cash flow adjustments for business days. Several methods are used:

No date adjustment: Cycle dates are not adjusted for weekends or holidays and are forced to land within a cycle month.

Next good business day: Dates are adjusted for weekends and holidays to the next good business day.

Previous good business day: Dates are adjusted for weekends and holidays to the previous good business day.

Modified following business day: Dates are adjusted to the next good business day unless that day falls in the next calendar month in which case the date is adjusted to the previous good business day.

End of month - no adjustment: Dates are adjusted to land on last day of the month.

Video

F3 Video

The next generation of powerful valuation and risk solutions is here.

Brochure

F3 Brochure

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