An Excel add-in offering 40 exotic option models categorized under Asian, binary, barrier, currency translated, lookback, multiple asset, and multiple exercise. The software is accompanied by templates and documentation for ease of use.
FinExotics XL is a software add-in for Microsoft Excel that caters to the needs of users who require a comprehensive set of exotic option functions. The add-in includes nearly 50 different functions across seven categories of exotic option models: Asian options, binary options, barrier options, currency translated options, lookback options, multiple asset options, and multiple exercise options.
The software extends the functionality of Excel by adding functions that facilitate the analysis of exotic options. These functions can be added directly into the cell formulas – similar to the built-in functions in Excel. FinExotics XL functions calculate theoretical value, sensitivities, implied volatility, implied strike and implied correlation. Using these functions is easy and requires only basic spreadsheet knowledge.
FinExotics XL also provides seven sample templates, one for each category of exotic option models, and accompanying documentation demonstrating each of the functions while providing the user with a starting point.
The software was built on a C++ library, making calculations lightning fast. Overall, FinExotics XL is an excellent software add-on that makes analyzing exotic options simple and efficient for users of all skill levels.
The software extends the functionality of Excel by adding functions that facilitate the analysis of exotic options. These functions can be added directly into the cell formulas – similar to the built-in functions in Excel. FinExotics XL functions calculate theoretical value, sensitivities, implied volatility, implied strike and implied correlation. Using these functions is easy and requires only basic spreadsheet knowledge.
FinExotics XL also provides seven sample templates, one for each category of exotic option models, and accompanying documentation demonstrating each of the functions while providing the user with a starting point.
The software was built on a C++ library, making calculations lightning fast. Overall, FinExotics XL is an excellent software add-on that makes analyzing exotic options simple and efficient for users of all skill levels.
What's New
Version 2.0: N/A