vAnalytics - Financial Analytics Engine for Credit, Fixed Income, and Derivatives

vAnalytics enables investment teams, risk groups, and quant developers to run high-performance analytics, access a broad range of computations across asset classes, and integrate customizable, deeply granular models into valuation, portfolio risk, and quantitative workflows, through Excel tools and programmatic APIs.

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Why Teams Choose vAnalytics

Move Faster Without Compromising Accuracy

Run complex analytics at scale with high-performance computation built for real-time workflows

Broad Analytical Coverage, One Platform

Support for a wide range of instruments, models, and risk measures across credit, fixed income, and derivatives.

Customize to Fit Your Models & Workflows

Adapt analytics to your specific structures, assumptions, and systems, without rigid frameworks.

Granular, Transparent Analytics

Access deeply detailed, instrument-level outputs you can trust for pricing, risk, and decision-making

Eliminate Internal Builds

Stop spending months building and validating financial math libraries

Deploy Without Disruption

Works in Excel, APIs, and existing production systems

Analytics Deployment

Plug Analytics into Your Workflow

vAnalytics integrates where your teams already work, from Excel to production systems. One analytics library, multiple deployment paths.

Excel Add-in for Analysts PMs

Run institution-grade analytics directly in Excel

No new tools or migration required

Full access to pricing, risk, and curve analytics

Built for daily workflows and fast iteration

API / DLL Integration for Platforms & Systems

Embed analytics into trading, pricing, and risk platforms

Production-grade, version-controlled library

Seamless integration into existing architecture

Built for scale, speed, and reliability

Modular Deployment for Targeted Use Cases

Use only what you need, nothing extra

Curves, Bonds & Loans, or Derivatives

Plug into specific workflows or systems

Avoid unnecessary build and overhead

Run faster, more accurate, and fully customizable analytics across your valuation and workflows.

vAnalytics Curves

The Foundation Behind Every Pricing and Risk Decision

Every pricing and risk decision starts with curves. vAnalytics removes the burden of building and maintaining them, delivering a production-ready curve infrastructure with LMM, HJM, and correlated HPI models built in.

Global Yield Curve Coverage

Consistent, ready-to-use sovereign curves across major and emerging markets

→ No sourcing, cleaning, or reconciliation effort

Post-LIBOR Ready Benchmarks

SOFR, SONIA, ESTER, and swap curves, fully supported

→ Stay aligned with evolving market standards

HPI Forward Curves

Forward home price projections at national, state, and MSA levels

→ Supports mortgage analytics, housing risk modeling, and structured product valuation.

Stochastic Curve Simulation

Generate thousands of rate and HPI scenarios

→ Enables OAS analytics, optionality pricing, and advanced risk modeling.

Analytics Bonds & Loans

Handle Complex Instruments Without Complex Modeling

From simple bonds to highly structured credit instruments, vAnalytics deliver consistent analytics across every structure, without requiring multiple models or manual workarounds.

Corporate Loans

Full contract-level cash flow modeling

Complex amortization & repayment schedules

Term loans, revolvers, delayed draw facilities

Corporate Bonds

PIK and toggle structures

Callable / putable bonds with embedded optionality

Step-up/down, floating, and custom schedules

Municipal & Sovereign

MMD curve integration

Tax-equivalent yield analytics

Cross-market spread analysis

Core Analytics

Pricing & Yield :- YTM, YTW, discount margin, yield curves

Risk & Sensitivity:- Duration, convexity, DV01, spread duration

Credit & Spread :- Z-spread, OAS inputs, default probability

Advanced (stochastic) analytics.

Built for instruments with optionality

OAS, OAD, OAC

Value at Risk (VaR)

Key Rate Durations (KRDs)

Trinomial Tree framework

Analytics Derivatives

Get Full Derivatives Coverage Rates, FX, Credit & Options

vAnalytics provides pricing and analytics for the full spectrum of derivatives used across institutional capital markets, from vanilla interest rate swaps to Bermudan swaptions and credit default swaps, with comprehensive Greeks output and multiple model frameworks available per instrument type.

INTEREST RATE DERIVATIVES

Swaps, Caps, Floors, Swaptions & EuroDollar Futures

Swaps fixed/floating, basis, and cross-currency

Caps, Floors, Corridors, and Collars

Swaptions — European and Bermudan exercise styles

EuroDollar Futures with convexity adjustment

Models:

Two Factor Gaussian Model

Hull-White (A & N variants)

Black Model

FX DERIVATIVES

FX Forwards, FX Swaps & FX Options

FX Forwards — single and multi-leg structures

FX Swaps — short and long-dated

FX Options — European and American exercise

Continuous and discrete dividend treatment

CREDIT DEFAULT SWAPS

Single-Name CDS — ISDA Methodology

Single-name CDS pricing and risk analytics

Full ISDA standard methodology implementation

Par spread, upfront, and running premium calculations

Default probability and credit sensitivity analytics

OPTIONS (EQUITY, FX, COMMODITIES & INDEX)

Multi-Asset Options Pricing

Equity options — index and single-name

FX options with domestic and foreign rate treatment

Commodity options with convenience yield support

Index options with full Greeks output

European and American exercise styles

Continuous and discrete dividend handling

Greeks & Risk Sensitivities

Comprehensive Greeks Across All Instruments

Every derivative instrument in vAnalytics produces the full range of risk sensitivities required for trading, hedging, and portfolio risk management, calculated consistently across all supported model frameworks.

Δ

Delta

Directional price sensitivity

Γ

Gamma

Rate of delta change

θ

Theta

Time decay

ν

Vega

Volatility sensitivity

ρ

Rho

Interest rate sensitivity

Vθ

Vol Theta

Volatility time decay

$

Price

Fair value / mark

σ

Implied Volatility

Vol surface analytics

Fixed Income Risk Measures

PV01 — Present Value of a Basis Point

DV01 — Dollar Value of a Basis Point

OAS — Option-Adjusted Spread

OAD — Option-Adjusted Duration

KRDs — Key Rate Durations across the full curve

Spread Duration and credit sensitivity measures

Contact Us

For over 25 years, Vichara has supported global investment firms, asset managers, and financial institutions with advanced technology and analytics platforms that solve real-world capital markets problems.

Who You’ll Speak With

We’ll connect you with a Vichara product expert or domain consultant, not a sales rep. So you get answers, not pitches. Complete the form and we’ll connect you with one of our experts.