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.

Extendible Accrual Interest Rate Swap

These swaps differ from regular extendible swaps in that fixed (and floating) coupon payments are not made periodically during the swap. Instead, the coupons accrue interest and the fixed (and floating) leg(s) provide a single payment at the termination of the swap.


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F3 Brochure

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