The industry’s go-to analytics library for derivative and fixed income analytics

Harness the power of the industry's leading derivatives pricing and risk management analytics library to effortlessly price vanilla derivatives and fixed-income instruments. Our extensive library of predefined calculators and utilties simplifies the valuation and risk management process for derivatives and fixed income products, empowering users to start calculating pricing, risk, and cash flows within minutes. 
 

Gain precise control and flexibility over valuation processes to optimize your calculation of risk and return. Backed by the quantitative expertise of Numerix, our analytics library deliver transparency, accuracy, flexibility, and robust analytics, empowering your success in today's dynamic markets.
 

Capabilities

Comprehensive asset class coverage

Get out-of-the-box coverage for vanilla derivatives and fixed income instruments across all major asset classes with our industry- standard models. Our analytics library provide robust curve-building and model calibration, making it easy to validate models and ensure accurate results. 

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No black box, complete transparency

From desktop to cloud, the FINCAD Analytics Suite by Numerix is designed with transparency, speed, and simplicity at its core. We are dedicated to demystifying derivatives analysis, ensuring you avoid the pitfalls of opaque systems. Our commitment to unparalleled transparency sets us apart.

Achieve full insight into your calculations with detailed reports on sensitivities, Greeks, breakeven rates, and cash flows. Configuring scenarios and generating risk reports is both straightforward and thorough.

 

Fast, transparent, and easy-to-use

Streamline your derivatives pricing and valuation processes with our predefined calculators and utilities. With over 2,000 pre-configured functions at your fingertips, our derivative pricing library empowers users to calculate the pricing, risk, and cash flows of any vanilla derivative or fixed income security within minutes using our derivatives risk software.

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Benefits

  • Market standard in analytics

    Backed by the expertise of Numerix, users can have confidence in the accuracy of their calculations and manage pricing and risk with precision. With FINCAD Analytics Suite from Numerix, users can validate their results using cross-function consistency tests and through model validation approaches.

  • Unmatched library performance

    FINCAD Analytics Suite from Numerix provides remarkably fast calculation speeds, significantly outperforming traditional curve bumping methods and ensuring fast, accurate valuation and risk calculations. This efficiency enables swift derivative valuation and quick decision making in dynamic market conditions.

  • Unrivaled ease of use and rapid onboarding

    Navigate complex financial calculations effortlessly with FINCAD Analytics Suite from Numerix’s user-friendly interface, allowing for rapid adoption and minimal setup. This enables users to swiftly respond to changing market conditions and seize new opportunities.

  • Scalable from the desktop to the cloud

    Whether you’re starting with our Excel add-in, using Python for advanced calculations, or integrating FINCAD Analytics Suite into complex cloud-based processes, our solution is designed to scale with your needs.

Find functions, samples and documentation quickly with Analytics Finder.

Common to both FINCAD Analytics Suite for Developers and FINCAD Analytics Suite for Excel, the Analytics Finder enables you to filter to or search for functions for specific instrument definition, modelling approaches and outputs with easy access to supporting Math reference and associated Function reference documentation along with the ability to access function samples.

Comprehensive documentation

Access comprehensive documentation covering everything from getting started to reference documentation describing capability areas and providing clarity on models and methodologies to point you to the applicable library functions for use cases along with a set of function-specific guidance documentation describing inputs, restrictions and results, ensuring users have utmost transparency and confidence in the models and methods underlying their valuation and risk. 

Flexible integration and deployment

Effortlessly customize curves and risk reporting, and scale seamlessly

FINCAD Analytics Suite for Developers from Numerix

Develop and deploy applications easily 

Accelerate your time to market and embed FINCAD Analytics Suite library into your ecosystem. Trusted by leading vendors to bank treasuries to hedge fund trading desks, the FINCAD Analytics Suite for Developers brings ease of adoption, deployment and scalability. Whether your analytics needs are rigorous or task-specific, and whether you’re deploying to the cloud or running locally, our SDK solutions are designed to meet your requirements for real-time risk assessments or end-of-day calculations.

With extensive developer guides, comprehensive sample code, and rich error handling, the suite guarantees seamless integration and robust applications. The suite also integrates effortlessly into your programming environment through thread-safe APIs that support various operating systems and programming languages:

  • Operating systems: MS Windows®, Linux®
  • Programming languages: Java®, Microsoft® VBA, C and C++, Managed C++, VB.Net, C#, Python

 

FINCAD Analytics Suite for Excel from Numerix

Simple, transparent and results-driven

FINCAD Analytics Suite for Excel from Numerix offers over 200 solution workbooks and complete access to a comprehensive library, providing the tools you need for success. Easily review and understand function inputs, receive assistance with error debugging, and utilize utility tools for managing calculations and output arrays.

It is also extensively used by customers with FINCAD-embedded applications for research, prototyping, validating, and testing analytics workflows. These workflows are then implemented using FINCAD Analytics Suite for Developers. By streamlining the development process, FINCAD Analytics Suite for Excel helps speed up time to market and serves as a powerful application support tool for gaining analytics transparency.

Whether you require an Excel tool for routine pricing, validating cash flows, or prototyping within an application, FINCAD simplifies analytics for derivative and fixed-income instruments like never before.

 

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