CapeTools QuantTools XL 2



Publisher Description



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).


About CapeTools QuantTools XL

CapeTools QuantTools XL is a free trial software published in the Office Suites & Tools list of programs, part of Business.

This Office Suites & Tools program is available in English. It was last updated on 27 March, 2024. CapeTools QuantTools XL is compatible with the following operating systems: Windows.

The company that develops CapeTools QuantTools XL is CapeTools QuantTools. The latest version released by its developer is 2. This version was rated by 1 users of our site and has an average rating of 4.0.

The download we have available for CapeTools QuantTools XL has a file size of 60.82 MB. Just click the green Download button above to start the downloading process. The program is listed on our website since 2006-11-13 and was downloaded 113 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded software with your antivirus. Your antivirus may detect the CapeTools QuantTools XL as malware if the download link is broken.

How to install CapeTools QuantTools XL on your Windows device:

  • Click on the Download button on our website. This will start the download from the website of the developer.
  • Once the CapeTools QuantTools XL is downloaded click on it to start the setup process (assuming you are on a desktop computer).
  • When the installation is finished you should be able to see and run the program.



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Users Rating:  
  4.0/5     1
Downloads: 113
Updated At: 2024-03-27
Publisher: CapeTools QuantTools
Operating System: Windows
License Type: Free Trial