Coverage
FINCAD's complete product coverage includes all asset classes:
• Fixed Income - Includes government debt & bonds, range accruals, floaters and MBS.
• Interest Rates - Includes various types of swaps and swaptions.
• Credit - Includes baskets, CDS, CDOs, indices and options on credit instruments.
• Equities - Includes Asian, cliquet, multi-asset options, total return swaps and volatility.
• Foreign Exchange - Includes binary & barrier options and volatility.
• Commodities - Includes Asian, barriers, forwards, futures, swaps and swaptions.
The valuation and risk models allow both front and back-office to:
• price derivatives,
• measure counterparty exposure and risk,
• perform scenario analysis and stress testing,
• confirm dealer pricing,
• benchmark against other systems,
• calculate value-at-risk (VaR), and
• mark-to-market positions and portfolios.




