Derivative Solutions

Workbooks

FINCAD Analytics Suite includes over 200 professionally-designed workbooks.  These are designed to make getting started easier as they include all necessary functions in one place for calculation of fair value, risks and discount factors.  For example: The Interest Rate Swap Portfolio workbook provides detailed inputs and outputs:

  • Trade Details
  • Individual & Portfolio Cash Flows
  • Credit Exposure Report & Graphs, Exposure Profile
  • Yield Curve

Integrated With Market Data

All workbooks in FINCAD Analytics Suite can accept user-entered data, or they can conveniently import and use market data from external sources (such as Bloomberg Finance LP*). Once you have an account with one of these data providers you can import the data you need with a click of a button.  Market data from any source can also be used once it is downloaded into a spreadsheet.

Flexible

  • Use one of the workbooks included with the Suite
  • Create your own customized workbooks by embedding FINCAD functions
  • FINCAD's Professional Services can create a customized workbook for your unique needs

* Bloomberg is a trademark of Bloomberg Finance LP. FINCAD is not associated in any way with Bloomberg Finance LP.