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CapeTools QuantTools XL Description:

CapeTools QuantTools XL is Commercial program for Windows developed by CapeTools QuantTools

CapeTools QuantTools XL (Excel Addin) is a pecuniary instrument modelling toolkit. The library contains more than 2100 functions used representing managing, pricing and jeopardy management of pecuniary derivatives.

Over 120 categories of pecuniary functions are supported :

Markets (Indexes, Calendar, FX objects).

Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as rich 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 form option portfolio to direct, pick, assemblage and expenditure exotic deals, conduct scenario study, bump jeopardy, compute any chief or second order jeopardy as rich as unravel representing any input parameter).

Bonds (Government and everyday bond portfolios, compute forwards, Yields, options, repo rates as rich as conversion factors).

IR Legs (Flexible fixed or floating interest rate leg structures (CMS, Quanto, Amortised, InArrears)).

Swaps (Swap contracts, FIX-FIX, FLT-FLT, FIX-FLT).

IR Portfolio (Swap, CapFloor, Swaption, BasisSwaps or CDS books).

IR Risk (Interest rate yield curve / volatility jeopardy).

Processes (Underlyer process objects representing simulation).

Simulations (Conduct simulation delineated process objects).

Generic Pricing (Generic user defined deals via Tree, MonteCarlo or PDE).

Models (Create interest rate model objects (BlackKarasinski, HullWhite, G2, LMM)).

Calibration (Calibrate interest rate models within the Models Category Group).

Statistics Category Group (Generate random numbers from upon 12 distributions).

Technical Analysis (160 TA functions).

Utils (GRID computing support, Matrix operations, tangible serialisation, interpolation objects (1D and 2D)).

FpML (Functions to skim and uncertainty, via XPath, FpML documents).

Search similar software using these keywords:

Fx options, Spreadsheet, Credit default swaps, Technical analysis, Equity options, Commodity derivatives, Fixed income derivatives, Bonds, 

Other software by CapeTools QuantTools

CapeTools QuantTools Developer - QuantTools Developer (c++, java, .NET, ActiveX) is a pecuniary instrument modelling toolkits after the Windows platform; Used after managing, pricing and hazard management of anchored income, distant exchange and equity derivatives.