CapeTools QuantTools IRPortfolio20 XL QuantTools IRPortfolio20 XL (Excel) is a financial instrument modeling Excel Addin for the Windows platform
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CapeTools QuantTools IRPortfolio20 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 price portfolios of interest rate swaps. Functions to create and price portfolios of interest rate swaptions. Functions to create and price portfolios of interest rate leg objects. Functions to create and price portfolios of interest rate basis swaps. Functions to create and price portfolios of interest rate caps/floors. Functions to create and price portfolios of credit default swaps. For more information : www.QuantTools.com

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