Multi-asset, Multi-currency Derivative Solutions

Our flexible, high-performance, and transparent solutions help over 1,000 global organizations enhance investment returns, manage risk, reduce costs, comply with regulations, and provide confidence to investors and shareholders.

F3 Excel Edition

F3 Excel® Edition combines F3 architecture, valuation, and risk analytics in the familiar Microsoft Office Excel® environment for powerful and convenient desktop valuation and risk modeling. F3 Excel® Edition is a comfortable deployment of F3 which can be scaled with F3 Platform as your organization grows and your needs become more complex.

Unprecedented front office productivity, faster and more efficient integration and enhanced analytics coverage and just a handful of benefits that F3 provides to buy-side firms searching for alpha in a low-yield environment and pursuing multi-asset, multi-currency strategies.

Using a streamlined workflow, the front office can now trade new instruments and asset classes quickly and confidently – delivering unprecedented productivity, expanded investment opportunities, cost savings and rapid return on investment.

Integration between F3 and existing systems is easy thanks to powerful APIs and continued compatibility with clients’ proprietary models enable users to plug in their own valuation algorithms and ensure consistent models, data and fixings are used across the enterprise.

Pre-built modeling components in F3 provide depth of coverage for multi-currency, multi-asset strategies, including MBS with static prepayment and LPI swaps. Additionally, a sophisticated diagnostics tool enables model validation in real-time through sophisticated visualization and error tracing functionality.

With F3 Excel® Edition, you receive a comprehensive set of professionally built workbooks exhibiting pre-built models, market data and model setup, valuation examples, and risk analytics examples for a range of products and pricing challenges. Additionally, comprehensive documentation of functions, repositories, and mathematics are available to enable defensible compliance and provide user support. F3 Excel® Edition also comes with a User Guide including hands-on examples.

Expand a list to view F3 Excel Edition's professionally built workbooks:


Generic trade and modeling representation (and separation of these concepts) is at the core of modern enterprise valuation and risk platform technology. This design addresses the complexity posed by modern pricing and risk challenges. By remaining completely generic, new trade structures are inherently accommodated without writing new code, delivering a future-proof solution.

Generic trade representation

F3 facilitates construction of both simple and complex products from a set of fundamental, modular, and generic building blocks. By describing all trades in terms of their fundamental obligations and rights, trades, hybrids, and multi-asset and multi-currency portfolios can be represented completely generically. New structures can be engineered quickly and effectively without writing new code, delivering a future-proof solution.

This modularity also plays a role in FINCAD’s stable and mature implementation of auto-differentiation, enabling analytic first order sensitivity for calculating Greeks and basis point sensitivities.

Separation of concepts

In F3, separating the concepts of a product, the market data model, and the numerical method of valuation produces a large degree of flexibility. This abstraction of concepts enables users to describe any structure and value it quickly and effectively.

Because there is a definitive line between a model (set of modeling assumptions and market data) and the product (payoff) being valued, the same model can be reused to value a variety of different products and a given product can be reused for a variety of different models, saving time and resources.

Product Literature

F3 Excel Edition

Accelerate your portfolio analysis with F3 Excel Edition.

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