Cash Flow and Prepayment Modeling and Derivative Valuation

Value and analyze sophisticated security types, including mortgages and other complex derivatives. Model cash flows and prepayments within a single portfolio analysis view.

See the value of more exotic security types using FactSet’s powerful, built-in calculation server. Test and understand cash flow over time, customize an underlying prepayment model, and model analytics for derivative securities.

• Model virtually any type of security
• Analyze prepayment scenarios with a range of integrated models
• View projected and historical cash flows
• Calculate analytics on complex securities through a nightly batch process