FinCalc - Download
Financial Analytics & Risk Management Tools
The financial function described in the Manual
are available below as an add-in file named
"FinCalc.xla" within an archive-file. This add-in contains some
additional functions. The .XLS files
provide examples. The readme file explains how to install the
software.
| FinCalc.xla | < new > | Add-in file [Valid through 31-Dec-2010]. NB: when download, put extension ".xla" | ||
| Bonds.xls | Bond functions | |||
| Yield Curve.xls | Yield curve construction and interest rate derivatives | |||
| Floating Rate Note.xls | Floating Rate Note valuation | |||
| Options.xls | Option valuation with sensitivity measures | |||
| PortfolioAnalysis.xls | Portfolio optimization, risk measurement | |||
| PortfolioVaR.xls | Value at Risk, VaR Decomposition | |||
| PPP.xls | Purchasing Power Parity | |||
| StyleAnalysis.xls | Style Analysis, Performance contribution | |||
| FX Book.xls | Risk management of a book of FX instruments | |||
| FX Forward.xls | Forward Rate derived from two yield curves | |||
| IRS Book.xls | Valuation of a portfolio of IRS | |||
| CDS.xls | CDS Valuation | |||
| Nelson-Siegel_Yield_Curve.xls | Nelson-Siegel Yield Curve Estimation | |||
| Expected_Return.xls | Expected Risk and Return Calculation | |||
| Readme | Installation |
Remark: To download a file without opening it (with Explorer)
1. Right-click the link for the item you want.
2. Click Save Target As.
3. In the File Name box, type a name for the item, and then click Save.