CapeTools QuantTools Curves20 XL QuantTools Curves20 XL (Excel) is a financial instrument modeling Excel Addin for the Windows platform
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CapeTools QuantTools Curves20 XL Description

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 and query financial calendar objects Functions to create and query financial Index objects (ie - LIBOR). Functions to create and query Yield Curve objects. Functions to create and query Volatility Curve objects. Functions to create and query Bond Curve objects. Functions to create and query Credit Transition Matrix objects. Functions to create and query Repo Curve objects. Functions to create and query FX (exchange rate) objects. Functions to create and query Credit Curve objects For more information : www.QuantTools.com

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