Overview

FINCAD Analytics Suite by Numerix is a powerful, transparent analytics library designed for the rapid valuation and risk management of vanilla derivatives and fixed-income instruments. With over 2,000 functions and seamless integration across Excel, Python, and cloud environments, it empowers financial professionals with efficient model calibration, curve building, and high-performance sensitivity analysis – all backed by the quantitative expertise of Numerix.

Features and Capabilities

• **Comprehensive Asset Coverage: **Out-of-the-box support for vanilla derivatives and fixed-income across major asset classes, featuring robust curve building and model calibration tools.
• **Performance & Speed: **Delivers lightning-fast valuations and calculation of Greeks using optimized library execution, significantly outperforming traditional bump-and-rewind methods.
• **Full Transparency: **Provides complete insight into calculations—sensitivities, cash flows, Greeks, and scenario analysis—ensuring no black-box behavior.
• **Predefined Calculators & Utilities: **Includes over 2,000 preconfigured functions and calculators for fast pricing, risk analysis, and cash-flow generation, complemented by tools like Analytics Finder and Input Assistant.
• **Deployment Flexibility: **Supports deployment via Excel add-in (with over 200 ready-made workbooks), Python SDK, and integration into both cloud-based and on-premises environments.
• **Developer-Friendly Integration: **Offers thread-safe APIs across Windows and Linux platforms, with support for Java, C/C++, .NET, Python, and VBA.
• **FX Option Enhancements: **Provides native support for volatility-smile, window-barrier FX options using Vanna-Volga methodologies for advanced semi-exotic pricing.
• **Library-Wide Optimizations: **Improved performance for asset classes and instruments including bonds, FRNs, swaps, swaptions, caps/floors, callable instruments, and structured notes.