CapeTools QuantTools Models20 XL


License: Free to try
Downloads: 0
Op. System: Windows
Last updated: 27 Jul. 2010
File size: 67.43 MB
Publisher: CapeTools
Related software:

Publisher description for CapeTools QuantTools Models20 XL

CapeTools QuantTools Models20 XL program icon

QuantTools XL (Excel) is a financial instrument modeling Excel Addin for the Windows platform; Used for the managing and computation of financial pricing and risk numbers for fixed income derivatives, interest rate derivatives, foreign exchange derivatives, credit derivatives, equity derivatives and commodity derivatives. Within this financial module we have : Functions to create interest rate model objects (LMM, HullWhite, BK, G2 etc...). Functions to create one dimensional solver objects. Functions to create multi dimensional solver objects. Functions to calibrate interest rate model objects objects. Functions to calibrate the Heston model parameters. Functions to calibrate the LMM model parameters. For more information :

Add your review

User reviews