Derivative Solutions

FINCAD Valuation Engine

The FINCAD Valuation Engine (FVE) makes it easy for organizations to enter into or extend their valuation, risk and hedge accounting capabilities.

As a complete valuation and risk web service, FVE enables clients to calculate on demand information about their derivatives positions without having to invest heavily in new hardware
or software, or in the hiring and training of personnel.

The Service-Oriented Architecture (SOA) of the FINCAD Valuation Engine makes the system very flexible, allowing for extended analytics coverage, market data, improved performance, and integration with external systems.

How FINCAD Valuation Engine works

The FINCAD Valuation Engine ensures that all necessary assumptions have been made so yield curves (and other data) are built properly and pricing algorithms are setup correctly to ensure derivatives are priced correctly. All supported trades include the necessary market data to arrive at the valuation and risk numbers you require, leaving developers with the simple task of mapping trade information to the valuation engine.

Download a copy of the FVE Whitepaper: Fast-track your OTC Valuation and Risk System Implementation

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Other Regions 1.604.957.1200