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Home > Excel Solutions > FINCAD Analytics Suite > Workbooks

Workbooks

FINCAD Analytics Suite for Excel 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
• Swap Zero Curve

Integrated With Market Data

All workbooks in FINCAD Analytics Suite for Excel can accept user-entered data, or they can conveniently import and use market data from external sources (FINCAD Market Data or 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

Some of the Workbooks Included:

Fixed Income (Bonds & Curves) Bonds - Forwards and Futures Level Coupon Bonds Amortizing / Step-Up / Sinking Bonds Bond Portfolios & Series Money Market Instruments Government Debt - Fixed Rate Government Debt - Floating Rate Government Debt - Inflation Linked Curves - Treasury & Bonds Utilities Floating Rate Notes Amortizing or Odd-Structured Averaging Callable Constant Maturity Government Debt In-Arrears Vanilla / Compounding Vanilla / Non-Compounding % of LIBOR Mortgage Backed Securities Fixed-Rate Passthroughs Planned Amortization Classes (PACs) Companion PACs Targeted Amortization Classes (TACs) Companion TACs Sequential / Pro-rata / Accrual Bonds Utilities Credit Cash CDOs CDS on Single Entity CDS Portfolio CDS on Basket of Entities Credit Default Index Swaps CDS - Custom Structured Premium Coupons CDS Options Synthetic CDOs (single tranche CDOs) Credit-linked Notes and Rating Sensitive Notes Total Return Swaps Credit Spread Options and Forwards Asset Swaps Utilities Municipal / Tax Exempt Instruments Bonds - Fixed Rate Debt Bonds - Floating Rate Debt / Swap Floating Legs Muni Swap Curve Caps and Floors Swaps Swaptions Inflation-Indexed Securities Inflation-Linked Bonds Inflation Curves Inflation Swaps

Fixed Income Derivatives Callable Bonds Convertible Bonds Convertible Bond Portfolio Equity Index-Linked Bonds Trigger Swaps LIBOR Exotics (Callable and Non-Callable) Commodity, Equity & FX Derivatives Forwards / Futures, Swaps, Swaptions Commodity Swaps Vanilla Options (Lognormal) Vanilla / Exotic Options (Local Volatility) Vanilla / Exotic Options (Stochastic Volatility) Exotic Options (Lognormal) Convertible Bonds Equity Forwards, Futures and Swaps Utilities Employee Stock Options Warrants FX Forwards and Futures FX Option Models PRDCs Interest Rate Curves Swap Curve Generation Bond Curve Generation Curve Smoothing and Manipulation Discount Factor <-> Rate Conversion Forward / Spot Rates Rate to Rate Conversion Interest Rate Derivatives Swaps Fixed Legs Floating Legs Swaptions & Callable Swaps Caps and Floors IR Model Calibration Vanilla Options (Calls / Puts) Volatility Cube Amortizing Swaps Risk Measurement Credit Exposure Value at Risk Volatility Options on Variance Variance and Volatility Swaps Capped / Floored Variance Swaps Smile Utilities Utilities Accrual / Day Count Date - Adjustment, Conversion, Generation Discount Factor <-> Rate Conversion Forward / Spot Rates Interpolation Matrices Present Value of Cashflows Rate to Rate Conversion Short Rate Statistical Volatility and Correlation Yield to Maturity Other

Note: this is not an exhaustive list. If you don't see what you need please contact your FINCAD representative.

If you would like more information about workbooks in FINCAD Analytics Suite for Excel, contact your FINCAD representative.

• Request a Trial

 

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