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FinOptions XL
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Version
2.0
FinOptions XL is an Excel Add-in that extends its
functionality by adding functions for analyzing
derivatives. Similar to the built-in functions in
Excel, FinOptions XL functions can be added directly
into the cell formulas.
FinOptions XL provides a complete collection of
financial functions for analyzing derivatives on
various types of securities and assets. FinOptions XL
calculates price and the risk sensitivities as well as
implied volatility and implied strike using either the
Black-Scholes, French Black-Scholes, Cox-Ross-
Rubinstein and Hull binomial, Whaley, Bjerksund-
Stensland, Merton’s jump-diffusion, or the Roll,
Geske, and Whaley American call model.
FinOptions XL functions can adjust for continuous
dividend yield and discrete dividends as well as yield
rates, which allows the user to price options on:
bonds, commodities, equities, foreign currencies,
futures and stocks.
FinOptions XL has a sample template and documentation
that accompany the software to demonstrate each of the
functions and give the user to starting point to being
using them.
FinOptions XL was built on our C++ written developer
library, which provides lightning fast calculation.
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