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.

Multi-factor Short Rate Model

A mathematical model using two or more factors that predicts future interest rates by predicting the future evolution of the short rate. The short rate is the (annualized) interest rate at which an entity can borrow money for a very short period of time.


F3 Video

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


F3 Brochure

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