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.