Download CapeTools QuantTools XL 2

Tops and Ratings

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 after managing, pricing and hazard 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 wealthy 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 produce option portfolio to direct, pick, gathering and expenditure exotic deals, conduct scenario scrutiny, bump hazard, compute any chief or second order hazard as wealthy as untangle after any input parameter).

Bonds (Government and ordinary bond portfolios, compute forwards, Yields, options, repo rates as wealthy 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 hazard).

Processes (Underlyer process objects after 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 through 12 distributions).

Technical Analysis (160 TA functions).

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

FpML (Functions to skim and reservation, 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 fiscal instrument modelling toolkits seeking the Windows platform; Used seeking managing, pricing and peril management of anchored income, transalpine exchange and equity derivatives.