Derivative Solutions

FINCAD Analytics Suite

Coverage you can run your business on

When your business relies on being able to price and value a wide range of instruments, you need to ensure that you have the right coverage to support your derivatives activities. With FINCAD Analytics Suite you have access to the industry's most comprehensive financial analytics library available. With extensive cross asset coverage of derivatives and fixed income vanilla instruments, you can quickly and easily generate accurate valuations for your management and customers.

FINCAD Analytics Suite Video

Verify every aspect of your valuations:

  • Value and price derivatives
  • Measure counterparty exposure and risk
  • Perform scenario analysis and stress testing
  • Confirm dealer pricing
  • Benchmark against other systems
  • Calculate value-at-risk (VaR)
  • Mark-to-market positions and portfolios

Complete transparency to satisfy regulatory requirements

FINCAD Analytics Suite's extensive documentation provides you with the math, function references, calculation methodology, and formulas behind every function to satisfy stakeholders and regulators.

FINCAD Analytics Suite can be used within Excel or as a Software Developer Kit.

Download FINCAD Analytics Suite for Excel brochure (1,397 KB PDF)
Download FINCAD Analytics Suite for Developers brochure (1,251 KB PDF)

I would have to manually type in all of the numbers from my own curves or a volatility matrix that I had created, which could take up to 5 minutes for a single bond. With FINCAD Analytics Suite, I can perform the same task with just a few keystrokes.

Craig Kasap Managing Member, Modus Asset Management