Derivative Solutions

F3 Toolbox for use with MATLAB®

The industry's most advanced analytics platform is now available in MATLAB®.

F3 Toolbox for use with MATLAB gives you the flexibility to value and perform advanced risk analytics for any portfolio or trade, whether vanilla or exotic, in a truly generic way.

Leverage the flexibility of F3 Toolbox to significantly reduce development time, simplify integration within your enterprise system, and improve efficiency of your operations.

Flexible Architecture

Save a significant amount of development time and resources by re-using pre-defined objects to value any new portfolio or trade without having to build from scratch. There is no need to program or rebuild your analytics system, as new trades or contract types from simple barrier products, to hybrids, all the way to the most complicated long dated range accruals and PRDC's can easily be updated to accommodate variations.

Enterprise-Ready

Take advantage of call logging to seamlessly transfer your MATLAB calculations into Excel and C#, C++, or Java-based systems.

FINCAD's Scalable Solution

FINCAD's architecture gives you the ability to expand your business from desktop installations to enterprise implementations with a highly efficient & scalable API.

Portfolio-Level Analysis

Gain access to comprehensive portfolio risk information, when you need it. F3's Universal Risk Technology™ allows you to calculate, without bumping, the partial derivative of the value of any trade or portfolio with respect to every quote that can affect its value, in any model, and in any valuation methodology. Efficiently calculate CVA and VaR, conduct stress testing, or assess how a new trade or position will affect the risk of your entire portfolio.

P&L and Performance Attribution

Better manage your trading activity with F3's P&L Attribution. Isolate specific market factors driving changes in the value of your trading book and save time and resources by avoiding labour intensive reconciliation. Obtain P&L reporting, pricing and monitor the risk associated with your derivatives portfolio all in one system.

With F3's Performance Attribution, you can see exactly how your portfolio is performing against a benchmark, enabling you to make the key adjustments necessary to maximize returns.

Fully Documented

Complete, transparent documentation explaining the math behind every function and valuation allows you to speed up the validation process and reduce overhead spent on writing documentation.

F3 Toolbox for use with MATLAB is a very powerful tool. The creation of all objects can be done once and simply adjusted if needed. I definitely like the idea of the function call log and its compatibility across languages/environments... this will be extremely useful to us.

Michael KabataAnalyst,
Bunge