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.

Volatility Bootstrapping

A bootstrapping method used to value caps and floors by bootstrapping out the spot volatility for each caplet or floorlet. The volatility used in valuing each caplet using the Black model is called the “spot volatility", and is the volatility of the forward rate. See also Bootstrap.

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.