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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 fiscal instrument modelling toolkit. The library contains more than 2100 functions used representing managing, pricing and peril management of fiscal derivatives.

Over 120 categories of fiscal functions are supported :

Markets (Indexes, Calendar, FX objects).

Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as affluent 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 originate option portfolio to administer, chosen, congregation and expense exotic deals, conduct scenario study, bump peril, compute any head or second order peril as affluent as unravel representing any input parameter).

Bonds (Government and everyday bond portfolios, compute forwards, Yields, options, repo rates as affluent 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 peril).

Processes (Underlyer process objects representing simulation).

Simulations (Conduct simulation confirmed 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 scan and scepticism, 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 representing the Windows platform; Used representing managing, pricing and jeopardy management of anchored income, distant exchange and equity derivatives.