More NewsFINCAD Introduces Analytics Suite 2009 Products

FINCAD Introduces Analytics Suite 2009 Products

FINCAD has launched two products – the Analytics Suite 2009 for Excel and the Analytics Suite 2009 for Developers. These products replace the company’s FINCAD XL and FINCAD Developer products, and include a new technology platform that the company says accelerates the ability to add new instrument coverage. The new solutions have been designed to address current market needs with expanded instrument coverage in the areas of credit derivatives, volatility instruments, interest rate derivatives and exotic options. New models include the SABR stochastic volatility model and a cross-currency hybrid IR/FX model with FX volatility skew.

Bob Park, FINCAD’s CEO, commented: “The new functions for credit derivatives provide complete risk statistics, including the valuation’s sensitivity to every input. All workbooks are now integrated with links to FINCAD Market Data and Bloomberg.”

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