F3 Toolbox for use with 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.
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.
Take advantage of call logging to seamlessly transfer your MATLAB calculations into Excel and C#, C++, or Java-based systems.
Highly efficient, grid-enabled architecture gives you the freedom to grow your business.
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.
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.