Analytics

GP Carry & Waterfall Computation

Multi-tier waterfall structures with hurdle rates, catch-up provisions, and tiered carried interest demand a calculation engine that goes beyond spreadsheets. 3forge encodes your fund's waterfall logic once and executes it continuously, with full simulation capability to model exits before they happen.

The Challenge

Waterfall Complexity Overwhelms Manual Calculation

Modern fund structures, particularly those with multiple classes, vintage blending, and co-investment arrangements, produce waterfall models too complex for spreadsheets to maintain reliably.

Tier calculation errors

Catch-up provisions and multi-tier splits introduce compounding rounding and ordering errors that are hard to detect and expensive to correct after distributions.

No live simulation

GPs can't model the impact of potential exits, market moves, or capital calls on carry allocations without running a manual spreadsheet exercise.

LP reporting complexity

Producing per-LP waterfall statements with the full calculation breakdown requires significant manual effort each distribution cycle.

Formula maintenance burden

As fund terms evolve and side-letter modifications accumulate, keeping spreadsheet formulas in sync across all LPs becomes unmanageable.

The 3forge Approach

Programmable Waterfall Models with Live Simulation

3forge encodes your waterfall logic in AMIScript, a programmable formula layer that runs server-side on live data. Scenario simulation lets you model exits and distributions in real time before committing to a distribution event.

Key Capabilities

What You Can Build with 3forge

Multi-Tier Waterfall Engine

Encode preferred returns, catch-up provisions, and GP/LP splits as reusable AMIScript formulas applicable across fund vehicles.

Exit Scenario Simulation

Model any combination of partial or full exits against live position data to project carry allocations before distributions occur.

LP Allocation Statements

Generate per-LP waterfall statements with complete tier-by-tier breakdowns automatically at each distribution cycle.

Capital Account Integration

Connect to fund admin systems for live capital call and distribution history, with no manual data imports.

Side-Letter Management

Track per-LP modifications to standard terms and apply them automatically to carry calculations.

Real-Time Recalculation

Recompute carry allocations instantly when NAV estimates, currency rates, or capital balances change.

Get started

Ready to see it live?

Book a 30-minute demo with a 3forge solutions engineer and see waterfall computation built on real data.