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.

Equity Derivatives and Pricing Models

Advanced Equity coverage includes exotic and vanilla options (i.e. Asian, cliquets and multi-asset), total return swaps and volatility instruments. Uses local and stochastic volatility models as well as log-normal and normal models.

Whether you are a trader, risk manager, corporate financial analyst, treasurer or auditor, the FINCAD Analytics Suite option models provide the functions you need to manage your equity portfolio risk including warrants, employee stock options and index options. It gives you the power to do all of your analysis on a spreadsheet with the option of using our professionally designed and developed workbook solutions.

Options - Exotic and Vanilla
  • Asian
  • Average strike
  • Double average
  • Forward start
  • Chooser
  • Compound
  • Lookback
  • Power & quotient
  • Spread
  • Barriers:
    • Single
    • Double
  • Binary:
    • Single barrier
    • Digital
    • Binary spread
  • Multi-asset:
    • Baskets
    • Cliquets
    • Napoleon
Option Styles
  • American
  • Bermudan
  • European
Volatility Derivatives
  • Variance Swaps
    • Conditional
    • Corridor
    • Capped / floored
  • Volatility swaps
  • Variance Options
Other Equity Derivatives
  • Forwards and futures
  • Swaps, swaptions
  • Employee Stock Option (ESO)
    • Hull-White (basic / enhanced)
  • Warrants – various structures
  • Convertible bonds
    • Vanilla and user-defined deal
  • Total return swaps
Models and Methods
  • Local volatility
  • Stochastic volatility
    • SABR
    • Heston
  • Black-Scholes
  • Binomial
  • Monte Carlo
Utilities
  • Implied calculations
    • Volatility, strike, rates, etc.
    • Goal seek on any parameter
  • Greeks
  • Cash flow functions
  • Dividend to yield conversion
  • Ability to
    • Implement single rates or curves
    • Take in discrete dividends or yield
  • Graph the volatility surface (smile, skew)

Download a more detailed list of Equity coverage (156 KB PDF)

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Fincad Analytics Suite for Excel®

Product Literature

Fincad Analytics Suite for Excel®

Pricing your derivatives and fixed income instruments has never been this easy.