FINCAD Solutions

FINCAD Analytics Suite for Developers

Reduce your development time by embedding FINCAD's comprehensive, cross-asset class derivatives analytics library

FINCAD Analytics Suite for Developers is a Software Development Kit containing FINCAD's derivatives analytics library covering all major asset classes including a full range of standard instruments. Bringing you the most comprehensive industry standard instrument coverage FINCAD Analytics Suite for Developers helps you generate accurate financial valuations and risk reports for your management and customers.

Complete transparency is provided in one of most comprehensively documented solutions in the industry. Documentation includes:

  • Language-specific Math and Function references
  • Models and methodologies described, explained and fully referenced
  • Complete descriptions of every input and output
  • Language-specific instructions and examples
  • Error codes
  • DLL architecture diagram

Code samples and step-by-step sample applications in every supported programming language make it easy to embed FINCAD Analytics into your applications using FINCAD Analytics Suite for Developers. The Visual Studio add-in allows you to access all FINCAD functionality right from your Visual Studio menu. This allows you to reduce your time to market and adapt quickly to the changing needs of the derivatives market.

Multiple Development Environments Supported:

Programming LanguagesOperating Systems
  • Java
  • Microsoft Excel VBA
  • C++
  • C
  • C#
  • VB.Net
  • MS Windows
  • Linux

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

The math documentation was complete and accurate, the models were robust and very fast for pricing and risk assessment of hundreds of options simultaneously across various strikes and different maturities.

Hussein Zineddine AVP for Equity Derivatives and Structured Products,