Numerix Unveils Latest FINCAD Analytics Suite with Advanced Diagnostic and Validation Tools and Expanded Analytics

New tools accelerate testing, improved accuracy, and expand analytics to meet evolving market demands.

Numerix, a leading capital markets quantitative analytics technology provider, today announced enhancements to its FINCAD Analytics Suite. The latest release delivers powerful diagnostic and validation tools, expanded analytics coverage, and valuation updates aligned with current market standards, helping clients accelerate testing, improve accuracy, and uncover more investment opportunities. 

In today’s rapidly evolving landscape, accelerating time-to-market while maintaining transparency and accuracy is critical. At the center of this Numerix release are robust interoperability features, including the new Record and Log Playback feature for SDK and Excel users. This feature greatly enhances interconnectivity, making it easier to connect with other applications, allowing for quicker testing, simpler validation, and more confident rollouts.

This highly requested feature allows clients to capture exceptions, complete with inputs and outputs, save them as log files, and replay them in either environment. The result is greater control, especially when combined with the newly introduced error location tools that diagnose down to the individual table input. This enables faster issue resolution and smoother collaboration between business users and developers. With accessible validation, troubleshooting, and playback tools, clients can shorten implementation, streamline application support, and have greater control in managing upgrades.

The FINCAD Analytics Suite update also includes: 

• Expanded barrier option coverage: This adds new barrier option types and extends analytics coverage, enabling the pricing and risk management of more exotic option types, such as double no touch (DNT) options with sparse/interpolated volatility and volatility skew. The update helps clients identify and act on more investment opportunities more accurately.
• Enhanced discount margin calculations: Updated to match current market practices, providing more accurate and consistent valuations that meet regulatory, counterparty, and industry standards. This ensures the discount margin remains a reliable measure for comparing investment value.

"With this release, we’re not only expanding our analytics coverage and aligning with market standards but also transforming how clients test and validate their models," said Satyam Kancharla, Chief Product Officer at Numerix. "The new Record and Log Playback feature empowers clients to build and run large-scale test suites in minutes, boosting efficiency and confidence in every result."

This latest release is available immediately to existing clients, with tutorials and support resources accessible via the Numerix Support Portal. 

To learn more about Numerix’s FINCAD Analytic Services, please visit the Numerix website or contact us directly.

About Numerix: Since its founding in 1996, Numerix has been at the vanguard of financial technology, providing groundbreaking expertise, quantitative analytics, and software that redefines pricing and risk management in the financial markets. With the strategic acquisitions of FINCAD, Kynex, and PolyPaths, Numerix has further strengthened its leadership position, empowering financial institutions worldwide to transform risk into opportunities with confidence.  

Numerix is headquartered in New York City, with offices around the world in major financial centers that allow immediate access to the latest trends, innovations, and thought leaders in the industry. This extensive network across the Americas, EMEA, and Asia-Pacific enables Numerix to offer localized support and services to its diverse clientele while drawing on global insights and expertise.