Highlights of FINCAD Analytics Suite 2009

Take a look at some of the highlights of FINCAD Analytics Suite 2009. Expanded coverage, enhancements to usability and market data integration with workbooks are just some of the features. To evaluate the product, click here to download or click here to learn more about the instrument coverage.

Risk Management Tools

Interest Rates

  • Credit Exposure
  • Credit Contingent Interest Rate swaps
  • Enhanced risk statistics
  • Power Reverse Dual Currency (PRDC) notes
  • CMS Spread Dual Range Accrual
  • CMS Spread Snowball

Options & Volatility

Usability Enhancements
  • Volatility swaps - using Carr-Lee
  • Variance Options
  • Corridor Variance Swaps
  • Conditional Variance Swaps
  • Calibration of Local Volatility - now faster
  • Altiplano Options
  • Cliquet Options
  • Asian Options
  • SABR model - for Stochastic Volatility
  • All workbooks are now integrated
    with your choice of Market Data
    Choose to use FINCAD Market Data,
    Bloomberg or user inputs
  • Faster calculations
  • Multi-threaded functions
  • Automated calibration
  • Faster calibration

Credit

Fixed Income
  • ABS CDS-Asset-Backed Security CDS
  • Credit Default Swaps-single asset
  • Loan Credit Default Swaps
  • Brazilian Coverage-amortizing FRNs
  • Amortizing swaps-including municipal
  • Cheapest-to-Deliver Bond Analysis
  • Treasury Lock

Download Feature List for FINCAD Analytics Suite 2009 (1.3MB PDF)