FINCAD Solutions

F3 SDK

Empower your financial applications with the most advanced, flexible analytics

Enhance your existing systems or accelerate your time to market with new applications, by leveraging the power of F3 SDK. Designed for the ultimate in modeling flexibility and ease of integration, F3 SDK helps you scale today's most advanced analytics platform to virtually any level of production.

Take advantage of:

Robust Architecture

F3 SDK was built upon a stateful object oriented architecture that separates the description of trades and portfolios from the construction of the financial models, as well as from the valuation method employed, giving you ultimate flexibility.

Price anything from the simplest instrument, to the most complex structures and portfolios, using any combination of model, trade and calculation method over and over again without the need to start from scratch. You can represent new trades or contract types from simple barrier products, to hybrids, all the way to the most complicated long dated range accruals, without ever programming or rebuilding your analytics system.

Risk-Free Integration

F3 SDK can integrate with any enterprise architecture including Service Oriented Architectures (SOA). Through a simple, lightweight API, you can quickly map trade representations from your own software to F3 SDK, allowing you to get up and running in days not months.

Comprehensive Portfolio Risk

Maximize your portfolio analysis with real-time risk. Calculate VaR and CVA (collateralized & uncollateralized) at the trade or portfolio level and obtain guaranteed first order risk on every market data point irrespective of the model or calculation method employed.

P&L and Performance Attribution

F3's P&L Attribution enables you to identify the specific market factors that drive the changes in the value of your trading book. One system prices and monitors the risk associated with your derivatives portfolio, saving you time and resources by eliminating the need for reconciliation.

F3's Performance Attribution gives you the information you need to see exactly how your portfolio is performing against a benchmark enabling you to make key adjustments to maximize returns.

Transparency and Control

Call logging records all function calls to the library giving you the ability to trace and recreate the components of each calculation providing both an audit trail and simplified de-bugging.

Speed & Scalability

Built for high performance, F3 SDK gives you fast results for even your most resource intensive calculations. Being multi-threaded and multi-core compliant gives you a variety of options for distributing your calculations and increasing efficiency.

The solution offers new flexibility in handling any form of cash flows, allowing us to replicate any payoff for tomorrow or into the future.

Sairam KamathAssociate,
Observatory Capital Management