IT Solutions
Excel add-in
Excel add-in with functions for Brazilian capital market.
CALCULUS is an add-in that implements usefull functions applied to capital markets.
Usage: Capital market
Features:
* Exponential interpolation and extrapolation for Brazilian yield curve
·Function for interest rate interpolation (base 252)
* Cubic Spline – Interpolation for Brazilian Yield Curves
·Function for interest rate interpolation (base 252)
* Comparative chart for Cubic Spline X Exponential Interpolation
·Command for comparative chart
* Duration, Exposure and Convexity for Fixed Income Portfolios
·Functions for Macauley duration and convexity
* Hedge by Modified Duration for Fixed Income
·Functions for hedge and target duration
* Projected trade volume
·Function for stocks, indexes or futures
* Fare Future Value
·Function for stocks and indexes
* FRC - Forward Rate Contract - and FRA - Forward Rate Agreement
·Functions for FRC pricing
This add-in is available in DEMO mode or licensed mode.
To license or DEMO, you must download the setup program and follow instructions. For questions, please see Manual and Help or contact Élin Duxus.
Élin Duxus welcome users to use full trial time before validate/license the product to better know it.
Add-in name: "CALCULUS – Calculations for Financial Market"
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