Derivative Solutions

Equity Derivatives Coverage

Advanced Equity coverage includes exotic and vanilla options (i.e. Asian, cliquets and multi-asset), total return swaps and volatility instruments. Uses local and stochastic volatility models as well as log-normal and normal models.

Whether you are a trader, risk manager, corporate financial analyst, treasurer or auditor, the FINCAD Analytics Suite option models provide the functions you need to manage your equity portfolio risk including warrants, employee stock options and index options. It gives you the power to do all of your analysis on a spreadsheet with the option of using our professionally designed and developed workbook solutions.

INTEREST RATE DERIVATIVESOPTION STYLES
  • Cross currency swaps, swaptions
  • Quanto swaps & swaptions
  • Trigger (knock-out) swaps
  • American
  • Bermudan
  • European
CAPS / FLOORSSWAPS & SWAPTIONS
  • Vanilla
  • Averaging
  • Digital
  • User-defined
  • CMS spread
  • Vanilla / amortizing
  • Percentage of LIBOR
  • In-arrears
  • OIS / EONIA
  • Basis
  • Zero coupon
MODELSUTILITIES
  • Hull-White short rate (2-factor)
  • SABR
  • Volatility bootstrapping
  • Credit Value Adjustment (CVA)
  • Credit Exposure

Download a more detailed list of Equity coverage (318KB PDF)