CapeTools QuantTools Swaps20 XL QuantTools Swaps20 XL (Excel) is a financial instrument modeling Excel Addin for the Windows platform
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CapeTools QuantTools Swaps20 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, query and price regular interest rate swap objects. Functions to create, query and price custom FIXED-FIXED interest rate swap objects based on two interest rate leg objects. Functions to create, query and price custom FIXED-FLOAT interest rate swap objects based on two interest rate leg objects. Functions to create, query and price custom FLOAT-FLOAT interest rate swap objects based on two interest rate leg objects. For more information : www.QuantTools.com

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