Where can I access detailed documentation on the Counterparty Credit Risk?
A. All documentation is included within the products demonstrated. Please download a trial version of the software from www.fincad.com and launch the Analytics Finder. Locate the function aaCE_SwapPort_dgen. The math reference will be displayed in the window below. Q. Can FINCAD calculate maximum potential future exposure for a derivatives portfolio? A. FINCAD can calculate the potential future exposure for a portfolio of vanilla and/or amortizing swaps. Q. Can FINCAD calculate sensitivities of instruments? A. FINCAD can calculate the sensitivity for any input that is used in pricing the instrument. This is either done directly by the function and the output can be viewed or the user can bump any input parameter, revalue their position and compare with the original value. We also offer a sensitivity analysis tool within the Workbook Utilities section which allows the user to vary one or two input parameters and assess how these changes affect any output parameter. This utility tool als
Related Questions
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