Technology

F3 delivers comprehensive, highly flexible, and scalable solutions for pricing, valuation, and risk challenges across the enterprise.

Multi-Asset Class Analytics

Enterprise Valuation and Risk Platform Architecture

F3’s internal representation of trades is modular, based on a small number of fundamental building blocks that cover the entire universe of derivative and fixed income trades. Its valuation functionality is organized in the same way, giving unparalleled flexibility, consistency, and reliability.  With this flexibility, you're not limited by your analytics. Fast, accurate, and transparent multi-asset, multi-currency valuation and risk minimizes your time to enter new markets and trading opportunities.

Flexible

New structures can be developed rapidly through configuration, with no need to involve quantitative analysts or software developers. Traditional analytics libraries couple what is priced with how it is being priced. With F3, these concepts are strictly decoupled, yielding full flexibility to model and trade new structures. There is no need to adjust code or to request help from an expert quant, since pricing calculations for new structures are generated automatically.

Consistent

Trades are priced consistently, including vanillas, exotics, single trades, elements in portfolios, and trades introduced during a trade’s lifecycle management. In typical analytics libraries, unique pricing code is developed as special cases for special instruments; this often creates a valuation overlap problem for instruments embedded with other instruments. As a result, in standard solutions, developers and/or quantitative analysts must enforce consistency manually. In F3, consistency is enforced automatically. F3 prevents different representations of the same contract, eliminating duplication, inconsistency and uncertainty in valuation and risk analysis of your portfolio.

Reliable

Valuation engines are reused inside calibration, portfolios, and risk calculations, giving meaningful aggregation. Each contract feature has a unique internal representation, so that mistakes arising from inconsistent duplicates are eliminated and offsetting positions cancel exactly. Pricing code is reused naturally within F3’s structure when netting over a group of positions. This provides more reliable hedges and reduces operational risk, while reducing the need for oversight from the quantitative team. Also, because trades are booked in the same way (but with a unique internal representation) all asset classes can be booked within the same system consistently and free from modeling considerations.

Future-proof

Asset-class coverage is comprehensive and can be extended rapidly through ultra-high reuse of a small number of fundamental building blocks for trade representation and valuation. Virtually any derivative contract can be expressed and priced without writing new code. This generic approach to pricing and risk means F3 can keep pace with current and future innovation in structuring, valuation adjustments, and new modeling techniques.

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F3 Video

The next generation of powerful valuation and risk solutions is here.

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F3 Brochure

Portfolio valuation and risk analytics for multi-asset derivatives and fixed income.

White Paper

Optimal Architecture for Modern Analytics Platforms

Considerations, constraints and conceptual structure that must form the foundation of any analytics platform.