F3 SDK
A Stateful, Object Oriented Financial Analytics Software Development Kit
F3 SDK is FINCAD's next generation analytics library. It provides ultimate flexibility for advanced users and allows complete customization of every element of a deal, including the ability to:
- Create, use and save customized date conventions
- Create customized payoff schedules
Comprehensive Risk
Detailed, comprehensive risk reports are available for every instrument or portfolio, model, and valuation method chosen. Calculated (i.e. no bumping) first order risk is provided for every market data input that impacts the valuation.
- Stateful
- The application is stateful, making scenario analysis extremely efficient because subsequent scenarios only process the parameters that have changed.
- Grid-enabled
- Complex Monte Carlo simulations can be run on as many nodes as you like.
Multiple Development Environments Supported:
Programming Languages
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Operating Systems
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GridDataSynapse 5.1 with engines installed on:
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Download the F3 SDK Brochure (1,171 KB PDF)
