Icap, Fincad Bow Valuation Tool


The initial release, which has been in beta testing for the past few months, includes valuation models for interest rate, foreign exchange and commodities derivatives, including swaps, futures and options, with additional instrument coverage available upon request, says Bob Park, chief executive of Fincad. Valuations are calculated from user-supplied inputs such as settlement date, benchmark curves, and market data from Icap.

"Fair Value Insight can be used to value securities, provide a second o

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