Highlights of FINCAD Analytics Suite 2012
FINCAD Analytics Suite 2012 is now available, giving you new ways to save time with your valuations, a more robust architecture and more great coverage.
Architectural advancements deliver greater accuracy and efficiency in calculations
Key product enhancements revolve around FINCAD Analytics Suite's new fc functions which not only make the software easier to use, but also create greater efficiency and accuracy in your valuations.
These new functions are designed to provide you with as much information as possible using the fewest number of functions, representing a significant improvement over existing aa functions.
Being pre-configured for market data conventions and allowing for multiple input entry formats, the new fc functions make the software much more intuitive, increasing accuracy by reducing input errors and shortening setup times.
With FINCAD Analytics Suite 2012, you can now...
Calculate:
- Price-from-yield
- Yield-from-price
- Accrued interest
- Duration
- Convexity
- Z-spread
Build a LIBOR Curve assuming OIS discounting
- Build an implied Rate Curve for LIBOR of various tenors, given quotes for LIBOR instruments, and given an independent Discounting Curve (e.g., OIS curve like EONIA)
- Includes the ability to build LIBOR rate curves using non-standard tenors, all discounted using OIS
Price a wider selection of emerging market bonds
- Adding to its extensive jurisdictional bond coverage, FINCAD Analytics Suite now supports more than 35 different countries including emerging markets such as Turkey, India, Columbia, Brazil, Mexico and more
- Flexibility to define your own market conventions to price either jurisdictional or corporate bonds not provided in the pre-defined bond list
Calculate your valuations faster
- Speed improvements within the analytics library means faster calculation times when completing your valuations