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.


The risk range of two adjacent risk levels or classes in a CDO. The lower bound of the risk level of a tranche is often referred to as an attachment point and the upper bound a detachment point. Tranche is derived from the French word for "slice". Each tranche is a separate security with its own interest rate, maturity date and cash flows.


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.