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.

Yield Curve Swap

A swap in which the two interest streams reflect different points on the yield curve. For example, one side could pay the five year constant maturity treasury rate versus the two year constant maturity rate. The swap can be on either a fixed or a floating basis. This has been used by many investors who have a point of view on the shape of the yield curve or debt managers that want to hedge a structured note issue.

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.