FinCalc

FinCalc

Financial Analytics & Risk Management Tools

New Expected Risk and Return

FinCalc provides you with the tools to build advanced financial functions under Excel.
FinCalc covers bonds, money market, futures, options and interest rate derivatives.

Key points are:

Calendar with business holidays for the major financial centers.

Bond analytics: yield to maturity, duration, accrued interest; valuation functions and sensitivity measures; bond cash flows; forward price and repo rate.

Derivatives: valuation functions and sensitivity measures european and american options; exotic options.

Discount curve construction based on money market rates,short term futures and swap rates.

Interest rates derivatives: valuation and sensitivity for swaps, swaptions, caps & floors.

Credit derivatives: valuation and sensitivity for CDS.

Portfolio analytics: volatility, expected return, tracking error, value at risk, portfolio optimization on an absolute basis or relative to a benchmark.

User friendliness: meaningful function and parameter names; user's manual, numerous examples and applications.

Excel add-in and examples to download.

May 21, 2001.

*FinCalc* provides you with the tools to build advanced financial functions under Excel.		*FinCalc* covers bonds, money market, futures, options and interest rate derivatives.
Key points are: Calendar with business holidays for the major financial centers. Bond analytics: yield to maturity, duration, accrued interest; valuation functions and sensitivity measures; bond cash flows; forward price and repo rate. Derivatives: valuation functions and sensitivity measures european and american options; exotic options. Discount curve construction based on money market rates,short term futures and swap rates. Interest rates derivatives: valuation and sensitivity for swaps, swaptions, caps & floors. Credit derivatives: valuation and sensitivity for CDS. Portfolio analytics: volatility, expected return, tracking error, value at risk, portfolio optimization on an absolute basis or relative to a benchmark. User friendliness: meaningful function and parameter names; user's manual, numerous examples and applications. Excel add-in and examples to download.									May 21, 2001.