December 2008

Highlights:

ANNOUNCEMENTS

FINCAD Analytics Suite 2009 Available for Download

FINCAD successfully launched its FINCAD Analytics Suite 2009 for Excel and FINCAD Analytics Suite 2009 for Developers. Capabilities in FINCAD's new Analytics Suite 2009 address current market needs with expanded instrument coverage in the areas of credit derivatives, volatility instruments, interest rate derivatives and exotic options. New models include the SABR stochastic volatility model and a cross-currency hybrid IR/FX model with FX volatility skew.
» See highlights

FINCAD Confirms that Version 7 and 8 of FINCAD XL and FINCAD Developer are now Sunset Products

The FINCAD Support Program provides full support for the current version of FINCAD software products and the two prior versions. Limited support to assist with media replacement and license transfers is available for some earlier versions prior to being sunset.
» Read more about Senset Products


For more information, please visit Support Program or Support FAQ.

FINCAD PARTNER SPOTLIGHT

SAS Further Optimizes Risk Management with FINCAD

Through its collaboration with FINCAD, SAS is addressing the instrument pricing needs of its banking and financial services clients, globally. SAS® Risk Dimensions® clients can now leverage FINCAD's industry standard analytics library for instrument valuation to meet their risk analysis requirements. SAS clients, including leading tier-one global banks are already leveraging the benefits of this relationship.
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FEATURED TIPS

Counterparty Credit Exposure For Swaps

FINCAD Analytics Suite 2009 for Excel and FINCAD Analytics Suite 2009 for Developers expand FINCAD's ability to calculate various counterparty credit exposure metrics by adding credit exposure functions for a portfolio of interest rate swaps. Learn how FINCAD Analytics Suite 2009 provides functions to calculate various credit exposure metrics for a portfolio of swaps.
» Read more about Counterparty Credit Exposure For Swaps

Next Generation Variance Derivatives

FINCAD Analytics Suite 2009 for Excel and FINCAD Analytics Suite 2009 for Developers expand FINCAD's coverage of variance and volatility derivatives by adding functions for the valuation of next generation variance derivatives, such as conditional variance swaps and options on future realized variance. Find out how FINCAD Analytics Suite 2009 provides functions to compute fair strikes, prices and all risk statistics for vanilla variance and volatility swaps as well as second and third generation variance derivatives, such as conditional variance swaps and options on realized variance.
» Read more about Next Generation Variance Derivatives

 

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