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Financial Analytics & Risk Management Tools

發布時間:2010-01-19 共1頁

FinCalc - Download
Financial Analytics & Risk Management Tools
The financial function described in the Manual are available below as an add-in file
named "FinCalc.xla". This add-in contains some additional functions. The .XLS files
provide examples. The readme file explains how to install the software.
FinCalc.xla Add-in file [Valid through 30-Sep-2006]
Bonds.xls Bond functions
Yield Curve.xls Yield curve construction and interest rate derivatives
Floating Rate Note.xls Floating Rate Note valuation
Options.xls Option valuation with sensitivity measures
PortfolioAnalysis.xls Portfolio optimization, risk measurement
PortfolioVaR.xls Value at Risk, VaR Decomposition
PPP.xls Purchasing Power Parity
StyleAnalysis.xls Style Analysis, Performance contribution
FX Book.xls Risk management of a book of FX instruments
FX Forward.xls Forward Rate derived from two yield curves
IRS Book.xls Valuation of a portfolio of IRS
CDS.xls CDS Valuation
Readme Installation
Remark: To download a file without opening it (with Explorer)
1. Right-click the link for the item you want.
2. Click Save Target As.
3. In the File Name box, type a name for the item, and then click Save.

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