Derivative Solutions

Highlights of FINCAD Analytics Suite 2014

FINCAD Analytics Suite for Excel and FINCAD Analytics Suite for Developers offer a number of enhancements:

Support for Windows 8/8.1 and the 64-bit version of Excel

This is beneficial for teams trying to upgrade to the most current supported operating systems and platforms. Please note that we will be discontinuing support for Office 2003, Windows XP and Windows Vista operating systems. More information on supported platforms is available here.

Enhanced OIS curve-building functionality

FINCAD Analytics Suite for Excel includes workbooks for OIS curve-building, which has become the market standard methodology for building curves. Thanks to new performance enhancements, this OIS curve-building is done at faster calculation speeds.

Support for negative deposit rates

This functionality enables using negative yield inputs to calculate deposit values. This has been offered to align with central banks’ measures to spur economic growth.

Coverage of UST Floating Rate Notes (FRNs)

This functionality was added to meet the growing use of these instruments, since issuances came to market at the beginning of 2014.

Being able to work with both foreign exchange and interest rates in the same software environment has reduced the learning curve it takes to value instruments. FINCAD Analytics works with just about everything we do.

Brian Moore Manager of Financial Markets,