CapeTools QuantTools XL 2


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58.99 MB
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Publisher Description



CapeTools QuantTools XL is a free trial software application from the Office Suites & Tools subcategory, part of the Business category. The app is currently available in English and it was last updated on 2006-11-13. The program can be installed on WinXP, WinNT 4.x, Windows2000, Windows2003.

CapeTools QuantTools XL (Excel Addin) is a financial instrument modelling toolkit. The library contains more than 2100 functions used for managing, pricing and risk management of financial derivatives.

Over 120 categories of financial functions are supported :

Markets (Indexes, Calendar, FX objects).

Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves).

Query Market Curves (Query curves objects within the Market Curves category).

Credit Derivatives (Credit Link Notes, Credit Default Swaps (CDS) and Options (including Regular, Binary and structured).

Option Portfolios (40+ exotic option pricers. You can create option portfolio to manage, select, group and price exotic deals, conduct scenario analysis, bump risk, compute any first or second order risk as well as solve for any input parameter).

Bonds (Government and regular bond portfolios, compute forwards, Yields, options, repo rates as well as conversion factors).

IR Legs (Flexible fixed or floating interest rate leg structures (CMS, Quanto, Amortised, InArrears)).

Swaps (Swap contracts, FIX-FIX, FLT-FLT, FIX-FLT).

IR Portfolio (Swap, CapFloor, Swaption, BasisSwaps or CDS books).

IR Risk (Interest rate yield curve/volatility risk).

Processes (Underlyer process objects for simulation).

Simulations (Conduct simulation given process objects).

Generic Pricing (Generic user defined deals via Tree, MonteCarlo or PDE).

Models (Create interest rate model objects (BlackKarasinski, HullWhite, G2, LMM)).

Calibration (Calibrate interest rate models within the Models Category Group).

Statistics Category Group (Generate random numbers from over 12 distributions).

Technical Analysis (160 TA functions).

Utils (GRID computing support, Matrix operations, object serialisation, interpolation objects (1D and 2D)).

FpML (Functions to read and query, via XPath, FpML documents).

CapeTools QuantTools XL (version 2) has a file size of 58.99 MB and is available for download from our website. Just click the green Download button above to start. Until now the program was downloaded 63 times. We already checked that the download link to be safe, however for your own protection we recommend that you scan the downloaded software with your antivirus.

Program Details



General

 
Publisher CapeTools QuantTools
Released Date 2006-11-13
Languages English

Category

 
Category Business
Subcategory Office Suites & Tools

System requirements

 
Operating systems windows

Download information

 
File size 58.99 MB
Total downloads 63

Pricing

 
License model Free Trial
Price $1610.00

Version History



Here you can find the changelog of CapeTools QuantTools XL since it was posted on our website on 2015-04-25. The latest version is 2 and it was updated on soft112.com on 2017-02-20. See below the changes in each version:

version 2

posted on 2006-11-13






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Release Date: 2006-11-13
Publisher: CapeTools QuantTools
Operating System: windows