|Analyze complex interest rate options simply and accurately from within your spreadsheet. The package comes with the most advanced yield curve building technology.
Build, analyze, and alter models for the term structure of interest rates.
- Build term structure from market instruments such as cash rates, futures prices, and swap rates.
- Term structure can be represented as a zero-coupon yield curve, a zero-coupon discount curve, or a forward-rate curve.
- Extract rates and discount factors with several interpolation methods.
- Price FRA's and bonds; find a bond's spread over a yield
curve; analyze Brady bonds.
- Shift and pivot interest rate term structure.
Pricing and sensitivity analysis of interest rate options.
- Caps, floors, options on zeros and coupon bonds, swaptions, and binary options.
- Most functions offer a choice of pricing model: Black,
Ho-Lee, Hull-White and Black-Derman-Toy are currently supported.
- Implied volatility functions for all instruments.
List of Functions