Highlights of FINCAD Analytics Suite 2010
Take a look at some of the highlights of FINCAD Analytics Suite 2010. Expanded coverage, swap curve enhancements, and new workbooks are just some of the features. To evaluate the product, click here to request a trial or click to learn more about the instrument coverage.
Credit | Fixed Income & Interest Rates |
- Constant Maturity Default Swaps
- ISDA CDS (single asset)
- Credit Index Basis Adjustments
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- Trigger Swaps - Periodic and Permanent
- Credit Exposure
- Credit Value Adjustment (CVA)
- Dual Range Accruals
|
Options & Volatility |
New Workbooks |
- Variance Swaps - Capped and Floored
- Himalaya Options
- Heston Model for Stochastic Volatility Coverage:
- Binary (digital)Options
- Asian Options
- Cliquet Options
- European Single Barriers
- American, European and Bermudan Style Options
- Equitites:
- Reverse Convertible Notes*
- Auto-Callable Notes*
|
- CDS Using the ISDA Model
- Updated Swap Curve Templates
- Power Options Strategies Analyzer
- Amortizing Swap Portfolio with CVA
- Overnight Index Swap Portfolio
- FX Forward Portfolio
- CDS on Bespoke Tranche Calculator
- Commodity Swap
- Asian Options
- Volatility Cube
- Capped / Floored Variance Swaps
- CDS Portfolios
- Convertible Bond Portfolio
- Trigger Swap Workbook
- Commodity Swap - Amortizing
- Reverse Convertible Notes*
- Auto-Callable Notes*
- CVA for Vanilla Interest Rate Swaps*
|
Usability Enhancements |
Utilities |
- Nested Error Validation
- Command Line Licensing
- Concurrent Licenses
- Self Service License Management
|
- Swap curve functions
- _ix functions
- Holiday List data
- TableMergeSortDelete
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Download Feature List for FINCAD Analytics Suite 2010 (211 KB PDF)
* New in FINCAD Analytics Suite 2010.2
