CapeTools QuantTools Simulation20 XL


License: Free to try
Downloads: 0
Op. System: Windows
Last updated: 27 Jul. 2010
File size: 67.43 MB
Publisher: CapeTools
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Publisher description for CapeTools QuantTools Simulation20 XL

CapeTools QuantTools Simulation20 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 process objects needed for simulation Black Process, Merton Process, GBM Process, Libor Market Model Process, HullWhite Process etc... Functions to conduct compact simulations based on process objects (the next simulation step results are display to the user but not stored). Functions to conduct full simulations based on process objects (You request the number of simulations and all the results are stored in memory for later retrival). For more information :

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