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Quantifi XL



From the publisher website or publicity

Quantifi XL is an extensive suite of addin functions for Excel. It is a powerful tool for traders and others who need access to advanced pricing and risk analysis of credit products from within Excel.

Quantifi XL consists of over 120 functions covering everything from accrued interest calculations to advanced credit derivative pricing.

The interface to the addins uses the familiar Function Wizard with associated function and argument descriptions.

A built-in menu guides the user through examples and template worksheets. In addition, extensive on-line help provides detailed usage for each addin function.

Full support for a wide range of credit products


 *Credit default swaps
 *Amortizing structures
 *Quanto credit
 *Contingent credit
 *Credit options
 *Baskets
 *Spread products
 *Total return swaps
 *Structured notes
 *Global bonds
 *FI Derivatives

Extensive model library


 *Mean-reverting intensity with jumps
 *Generalized binomial and trinomial trees
 *Generalized multi-factor affine with jumps
 *CIR, BDT, Hull-White, BK, Vasicek and more

Keywords
add-in functions
amortizing structures
baskets
BDT
binomial tree
BK
CIR
contingent credit
credit default
credit default swaps
credit derivative pricing
credit derivatives
credit modeling
credit options
credit products
derivative pricing
derivatives
deriviative modeling
Excel
FI derivatives
financial modeling
fixed income
fixed income derivatives
global bonds
Hull-White
interest calculations
mean-reverting intensity
model
pricing
pricing analysis
quanto credit
risk analysis
spread products
structured notes
total return swaps
trader
traders
trinomial
Vasicek


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Vendor: Quantifi Solutions


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