Fincad Adds Overnight Index Swap Curves to Valuation, Hedge Tools

Gurpreet Banwait, senior product manager of web systems, Fincad

Vancouver, BC-based derivatives valuation and risk management software provider Fincad has added overnight index swap curves to its web-based Insight Solutions derivatives valuation and hedge accounting platform to meet increased demand from clients to be able to use OIS curves for pricing over-the-counter derivatives more accurately than when using a LIBOR-based swap curve.

Over the last quarter, the vendor built OIS curves for published interest rates in Japanese yen, pounds sterling, euro and

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