FINCAD offers the most transparent solutions in the industry, providing extensive documentation with every product. This is complemented by an extensive library of white papers, articles and case studies.

Adapting to Change: OIS, Negative Rates and LCH-CME

In part five of FINCAD’s interview series, John Hull, PhD and Alan White, PhD opine on how buy-side firms can best prepare for unexpected phenomena like OIS, negative rates and the LCH-CME basis. 


Negative Rates eBook

Leading firms are swapping models which assume non-negative rate dynamics for shifted SABR.

Blog Post

LCH-CME Basis and the Need for Multi-curve Construction

Which OIS discounting do you prefer? CME flavor or LCH flavor?