Pricing and Valuation

FINCAD's award-winning financial analytics software is designed to provide pricing and valuation analytics that support a range of data formats and integration methods. FINCAD analytics are fundamental quantitative tools for a wide range of activities, including: OTC derivative valuation, structuring, trading, reporting, risk measurement, regulatory compliance, collateral management, asset liability management and model validation.

With FINCAD's proven, accurate and trusted analytics, you can:

  • Accurately value derivatives using advanced OIS/CSA discounting and CVA
  • Evaluate a wide range of financial instruments, for all trade types from vanilla to exotic
  • Perform valuations of complex instruments faster, without compromising accuracy
  • Obtain on-demand risk and exposure information for dynamic decision-making & risk reporting
  • Improve alpha generation & trading decision-making
  • Assess financial instruments under multiple market and pricing environments
  • Dynamically monitor, risk manage, and revalue financial portfolios & trading books, using comprehensive hybrid modeling capabilities & advanced software technology
  • Increase transparency, with industry-leading financial models & calculation results that are fully documented

Advanced Curve-Building Technology

The cornerstone of valuation is curve-building, and FINCAD offers best-of-breed analytics by incorporating its proprietary curve-building technology. This highly flexible framework is self-consistent, and supports multiple curves and currencies. It enables you to efficiently build curves from any market instrument (e.g. single currency fixed-float swaps, tenor basis swaps, and cross-currency basis swaps) using a variety of discounting models (e.g. OIS, Multi-currency CSA, Libor + funding spread, etc) depending on collateralization.

FINCAD's comprehensive solutions are used by financial institutions, asset managers, corporations, consultancies and academic institutions.