CapeTools QuantTools Utils20 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 Utils20 XL

CapeTools QuantTools Utils20 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 interpolation objects. Functions to read and query (via XPath) XML documents (without namespaces). Functions to create generic function objects of one variable. Functions to create and integrate generic function objects of one variable. Functions to create, query and transform interest rate objects. Functions to create and query amortisation objects. Functions to seralise (deserilaise) an object graph to a XML file or string. Functions to delete objects from memory. Functions to query the state of the memory database for all created objects within the library. Functions to apply mathematical matrix calculations on numeric matrices (ie - SVD, Cholesky, Sqrt etc...). Functions to manipulate a range of data (ie - reshape, sub selections, max(), min(), exp() etc..). For more information :

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