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CapeTools QuantTools XL |
License: Shareware | Price: 1610.00 |
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| CapeTools QuantTools XL (Excel Addin) is a financial instrument modelling toolkit. The library contains more than 2100 functions used for managing, pricing and risk management of financial derivatives.
Over 120 categories of financial functions are supported :
Markets (Indexes, Calendar, FX objects).
Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves).
Query Market Curves (Query curves objects within the Market Curves category).
Credit Derivatives (Credit Link Notes, Credit Default Swaps (CDS) and Options (including Regular, Binary and structured).
Option Portfolios (40+ exotic option pricers. You can create option portfolio to manage, select, group and price exotic deals, conduct scenario analysis, bump risk, compute any first or second order risk as well as solve for any... Publisher: CapeTools QuantTools | Date Released: 13-11-2006 | Download Size: 60402 KB | Download Platform: WinXP, WinNT 4.x, Windows2000, Windows2003 |
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